V-Lab: TransAlta Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

TransAlta Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.56% (-1.38%)

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
$ω$	0.8533	6.67
$α$	0.1303	7.89
$β$	0.7826	34.42
$γ_{1}$	0.0283	0.57
$γ_{2}$	-0.0004	-0.00
$γ_{3}$	-0.0158	-0.30
$γ_{4}$	-0.1035	-2.15
$γ_{5}$	0.1924	3.34
$γ_{6}$	-0.2022	-3.03
$γ_{7}$	0.2191	3.39
$γ_{8}$	-0.2131	-3.94
$γ_{9}$	0.1416	2.67
$γ_{10}$	-0.0343	-0.45

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

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