TransAlta Corporation AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.83% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0722 | 13.35 | |
| 0.0933 | 25.63 | |
| 0.8841 | 265.75 | |
| 0.5334 | 15.47 |
Estimation Period:
Jul 31, 2001 to Feb 6, 2026
Jul 31, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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