V-Lab: TransAlta Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

TransAlta Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:34.58% (-1.15%)

Analysis last updated: Tuesday, May 7, 2024 at 01:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8583	6.66
$α$	0.1282	7.84
$β$	0.7876	35.14
$γ_{1}$	0.0296	0.60
$γ_{2}$	-0.0012	-0.02
$γ_{3}$	-0.0205	-0.38
$γ_{4}$	-0.0907	-1.87
$γ_{5}$	0.1730	3.02
$γ_{6}$	-0.1818	-2.73
$γ_{7}$	0.2036	3.12
$γ_{8}$	-0.2074	-3.85
$γ_{9}$	0.1521	3.17
$γ_{10}$	-0.0781	-2.24

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

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