Moody's Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.70%
decreased by 0.49%
1 Week
25.94%
decreased by 0.25%
1 Month
26.76%
increased by 0.57%
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 | |
|---|---|---|
| 0.0745 | 14.55 | |
| 0.0233 | 11.13 | |
| 0.9198 | 387.29 | |
| 0.0758 | 14.41 |
Estimation Period:
Oct 31, 1994 to Jun 12, 2026
Oct 31, 1994 to Jun 12, 2026
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