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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	0.7921	8.25***
αARCH	0.1870	2.65***
βGARCH	0.4268	4.23***

γ₁	-0.0674	-1.58
γ₂	0.0811	1.46

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7921	8.25***
α ARCH Response to squared shocks	0.1870	2.65***
β GARCH Volatility persistence	0.4268	4.23***

γ₁	-0.0674	-1.58
γ₂	0.0811	1.46

V-Lab

TransMedics Group, Inc. Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other TransMedics Group, Inc. Analyses