TransDigm Group Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
41.07%
decreased by 3.11%
1 Week
40.74%
decreased by 3.44%
1 Month
39.53%
decreased by 4.65%
Analysis last updated: Saturday, June 13, 2026 at 12:29 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7522 | 4.36 | |
| 0.0774 | 22.45 | |
| 0.9812 | 221.89 | |
| 4.7313 | 6.99 |
Estimation Period:
Mar 15, 2006 to Jun 12, 2026
Mar 15, 2006 to Jun 12, 2026
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