Moody's Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:46.41% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0647 | 17.24 | |
| 0.0651 | 29.04 | |
| 0.9184 | 372.59 |
Estimation Period:
Oct 31, 1994 to Feb 13, 2026
Oct 31, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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