V-Lab
V-Lab
TransAlta Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:23.71% (-1.33%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TransAlta Corp AGARCH
paramt-stat
ω0.065019.71
α0.099734.72
β0.8702284.20
γ0.387713.20
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts