V-Lab
TransMedics Group, Inc. GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, August 27th, 2026
1 Day
58.90%
decreased by 0.27%
1 Week
64.88%
increased by 5.71%
1 Month
71.26%
increased by 12.09%
Analysis last updated: Wednesday, August 26, 2026 at 10:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 2, 2019 to Aug 21, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 165% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 10.41*** |
α ARCH Response to squared shocks | 0.0996 | 6.83*** |
β GARCH Volatility persistence | 0.5889 | 18.89*** |
γ leverage Additional response to negative shocks | 0.1646 | 3.98*** |
Persistence:
0.771
Half-life:
3 days
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