TransAlta Corporation EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:48.36% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 14.51 | |
| 0.1596 | 23.53 | |
| 0.9801 | 779.06 | |
| -0.0444 | -10.44 |
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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