TransAlta Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:36.16% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0545 | 23.68 | |
| 0.0603 | 17.97 | |
| 0.8946 | 343.17 | |
| 0.0574 | 8.69 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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