Moody's Corp APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.82% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 20.66 | |
| 0.0633 | 26.49 | |
| 0.9348 | 405.74 | |
| 0.6519 | 16.75 | |
| 0.9413 | 22.94 |
Estimation Period:
Oct 31, 1994 to Feb 20, 2026
Oct 31, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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