TransDigm Group Inc AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
34.92%
decreased by 1.51%
1 Week
34.74%
decreased by 1.69%
1 Month
34.18%
decreased by 2.25%
Analysis last updated: Saturday, June 13, 2026 at 12:28 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 6.17 | |
| 0.0749 | 25.93 | |
| 0.8873 | 209.66 | |
| 1.1428 | 17.97 |
Estimation Period:
Mar 15, 2006 to Jun 12, 2026
Mar 15, 2006 to Jun 12, 2026
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