V-Lab: TransAlta Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

TransAlta Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:32.02% (+0.79%)

Analysis last updated: Thursday, May 16, 2024 at 01:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8540	6.65
$α$	0.1291	7.87
$β$	0.7854	34.82
$γ_{1}$	0.0280	0.57
$γ_{2}$	0.0011	0.01
$γ_{3}$	-0.0197	-0.37
$γ_{4}$	-0.0971	-2.02
$γ_{5}$	0.1849	3.24
$γ_{6}$	-0.1949	-2.94
$γ_{7}$	0.2129	3.26
$γ_{8}$	-0.2094	-3.82
$γ_{9}$	0.1404	2.63
$γ_{10}$	-0.0297	-0.39

Estimation Period:
Jan 1, 1990 to May 10, 2024

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