V-Lab
V-Lab
TransAlta Corp GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:32.11% (+8.09%)

Analysis last updated: Saturday, May 4, 2024 at 05:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TransAlta Corp GARCH
paramt-stat
ω0.068823.58
α0.097033.06
β0.8783288.34
Estimation Period:
Jan 1, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts