V-Lab: TransAlta Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

TransAlta Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:28.43% (+2.86%)

Analysis last updated: Friday, April 26, 2024 at 02:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8819	6.97
$α$	0.1273	7.78
$β$	0.7869	34.72
$γ_{1}$	0.0337	0.69
$γ_{2}$	-0.0036	-0.05
$γ_{3}$	-0.0218	-0.41
$γ_{4}$	-0.0947	-1.94
$γ_{5}$	0.1823	3.14
$γ_{6}$	-0.1939	-2.89
$γ_{7}$	0.2152	3.31
$γ_{8}$	-0.2151	-4.02
$γ_{9}$	0.1536	3.22
$γ_{10}$	-0.0759	-2.18

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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