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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of TransMedics Group, Inc. GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 2, 2019 to Aug 21, 2026

Model 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

ParameterValuet-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