TransDigm Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.51% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0698 | 8.94 | |
| 0.0017 | 1.18 | |
| 0.9381 | 332.66 | |
| 0.0880 | 13.17 |
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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