V-Lab
TransMedics Group, Inc. APARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
63.74%
decreased by 0.61%
1 Week
65.63%
increased by 1.28%
1 Month
71.33%
increased by 6.98%
Analysis last updated: Friday, August 7, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 2, 2019 to Aug 7, 2026Boundary Parameters
Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 112% more than equivalent positive returns. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
σ
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1171 | 5.21*** |
α ARCH Response to squared shocks | 0.0865 | 9.40*** |
β GARCH Volatility persistence | 0.8823 | 82.62*** |
γ leverage Additional response to negative shocks | 0.6366 | 9.88*** |
δ power Transformation power | 0.5000 | 6.07*** |
Persistence:
0.949
Half-life:
13 days
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