Moody's Corp Asy. MEM Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.09%
decreased by 0.52%
1 Week
27.32%
decreased by 0.29%
1 Month
28.10%
increased by 0.49%
Analysis last updated: Saturday, June 13, 2026 at 12:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0869 | 24.42 | |
| 0.1206 | 35.09 | |
| 0.8299 | 317.23 | |
| 0.0567 | 9.45 |
Estimation Period:
Oct 31, 1994 to Jun 12, 2026
Oct 31, 1994 to Jun 12, 2026
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