TransDigm Group Inc GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.80% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1292 | 11.88 | |
| 0.0752 | 19.34 | |
| 0.8901 | 162.72 |
Estimation Period:
Mar 15, 2006 to Feb 13, 2026
Mar 15, 2006 to Feb 13, 2026
News Impact Curve
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