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Parameter	Value	t-statistic
ω const Unconditional variance weight	18.6820	6.35***
α ARCH Response to squared shocks	0.1093	6.34***
β GARCH Volatility persistence	0.8411	37.20***
ν DF Student-t tail thickness	3.9470	2.88***

V-Lab

TransMedics Group, Inc. GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other TransMedics Group, Inc. Analyses