TransDigm Group Inc EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
34.92%
decreased by 0.76%
1 Week
35.02%
decreased by 0.66%
1 Month
35.40%
decreased by 0.28%
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 | |
|---|---|---|
| 0.0256 | 5.65 | |
| 0.0670 | 13.03 | |
| 0.9856 | 668.23 | |
| -0.0848 | -26.05 |
Estimation Period:
Mar 15, 2006 to Jun 12, 2026
Mar 15, 2006 to Jun 12, 2026
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