Moody's Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:40.39% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 9.79 | |
| 0.1093 | 25.55 | |
| 0.9821 | 894.44 | |
| -0.0660 | -17.34 |
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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