TransDigm Group Inc GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
36.00%
decreased by 1.72%
1 Week
35.66%
decreased by 2.06%
1 Month
34.54%
decreased by 3.18%
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 | |
|---|---|---|
| 0.1340 | 11.94 | |
| 0.0769 | 19.62 | |
| 0.8872 | 158.85 |
Estimation Period:
Mar 15, 2006 to Jun 12, 2026
Mar 15, 2006 to Jun 12, 2026
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