TransDigm Group Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.65% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 5.57 | |
| 0.0665 | 13.01 | |
| 0.9856 | 658.85 | |
| -0.0864 | -26.16 |
Estimation Period:
Mar 15, 2006 to Feb 20, 2026
Mar 15, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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