V-Lab: TransAlta Corp EGARCH Volatility Analysis

V-Lab

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V-Lab

TransAlta Corp EGARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:26.49% (+0.04%)

Analysis last updated: Tuesday, May 7, 2024 at 01:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0304	15.14
$α$	0.1621	31.47
$β$	0.9742	807.16
$γ$	-0.0467	-10.37

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts