TransAlta Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.54% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0883 | 16.79 | |
| 0.0479 | 14.75 | |
| 0.8926 | 247.60 | |
| 0.0799 | 10.42 |
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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