TransDigm Group Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
37.02%
increased by 4.63%
1 Week
36.80%
increased by 4.41%
1 Month
36.00%
increased by 3.61%
Analysis last updated: Tuesday, June 9, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7029 | 4.40 | |
| 0.0771 | 22.31 | |
| 0.9808 | 219.47 | |
| 4.7272 | 6.92 |
Estimation Period:
Mar 15, 2006 to Jun 5, 2026
Mar 15, 2006 to Jun 5, 2026
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