TransAlta Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.01% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0493 | 19.13 | |
| 0.0928 | 35.19 | |
| 0.8887 | 350.14 | |
| 0.3375 | 11.20 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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