Skip to main content
V-Lab

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

Volatility prediction for Monday, July 27th, 2026

1 Day

55.98%

decreased by 0.96%

1 Week

59.66%

increased by 2.72%

1 Month

65.28%

increased by 8.34%

Analysis last updated: Friday, July 24, 2026 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of TransMedics Group, Inc. GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 2, 2019 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days. Returns follow a Student-t distribution with v = 3.89 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

18.8259
6.03***
α

ARCH

Response to squared shocks

0.1083
6.29***
β

GARCH

Volatility persistence

0.8458
36.36***
ν

DF

Student-t tail thickness

3.8884
2.90***

Persistence:

0.846

Half-life:

4 days