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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 2, 2019 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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