Moody's Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.76% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8725 | 4.36 | |
| 0.0811 | 29.63 | |
| 0.9846 | 271.62 | |
| 4.6004 | 9.69 |
Estimation Period:
Oct 31, 1994 to Feb 20, 2026
Oct 31, 1994 to Feb 20, 2026
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