V-Lab: TransAlta Corp MF2-GARCH Volatility Analysis

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V-Lab

TransAlta Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.35% (-1.54%)

Analysis last updated: Thursday, May 2, 2024 at 02:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0783	15.41
$β$	0.7409	95.54
$γ$	0.1182	17.20
$λ_{1}$	0.0266	3.73
$λ_{2}$	0.0514	4.44
$λ_{3}$	0.9382	65.08

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

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Volatility Forecasts