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V-Lab

TransMedics Group, Inc. Asy. MEM Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

55.81%

increased by 5.06%

1 Week

61.32%

increased by 10.57%

1 Month

66.38%

increased by 15.63%

Analysis last updated: Monday, July 20, 2026 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of TransMedics Group, Inc. AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 2, 2019 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
32.12***
α

ARCH

Response to squared shocks

0.3903
27.50***
β

GARCH

Volatility persistence

0.3203
26.37***
γ

leverage

Additional response to negative shocks

0.0408
1.61

Persistence:

0.731

Half-life:

2 days