TransDigm Group Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.55% (-2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 5.51 | |
| 0.0741 | 25.98 | |
| 0.8889 | 213.42 | |
| 1.1737 | 18.35 |
Estimation Period:
Mar 15, 2006 to Feb 6, 2026
Mar 15, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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