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V-Lab

TransAlta Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:44.11% (-2.15%)
Analysis last updated: Thursday, February 19, 2026 at 04:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TransAlta Corp SGARCH
paramt-stat
ω0.78856.82
α0.12908.10
β0.786336.75
γ1-0.0029-0.09
γ20.07011.38
γ3-0.1535-3.84
γ40.13683.24
γ5-0.0946-2.15
γ60.10582.69
γ7-0.1160-3.42
γ80.09002.40
γ90.00380.07
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts