V-Lab
V-Lab
TransDigm Group Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:21.56% (-0.66%)

Analysis last updated: Friday, May 17, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TransDigm Group Inc AGARCH
paramt-stat
ω0.01592.01
α0.067525.76
β0.9076313.74
γ1.177018.24
Estimation Period:
Mar 15, 2006 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts