TransAlta Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.00% (+5.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0545 | 23.69 | |
| 0.0605 | 17.98 | |
| 0.8944 | 342.83 | |
| 0.0574 | 8.68 |
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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