TransDigm Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.21% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0680 | 8.97 | |
| 0.0017 | 1.15 | |
| 0.9395 | 338.56 | |
| 0.0858 | 13.36 |
Estimation Period:
Mar 15, 2006 to Feb 20, 2026
Mar 15, 2006 to Feb 20, 2026
News Impact Curve
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