V-Lab: TransAlta Corp APARCH Volatility Analysis

V-Lab

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V-Lab

TransAlta Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:24.01% (-1.07%)

Analysis last updated: Thursday, May 2, 2024 at 02:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0440	24.35
$α$	0.0918	30.58
$β$	0.9035	318.04
$γ$	0.3133	13.94
$δ$	1.0266	30.92

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

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Volatility Forecasts