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	param	t-stat
$ω$	0.0690	14.10
$α$	0.0215	10.69
$β$	0.9243	404.35
$γ$	0.0738	14.78

V-Lab

Moody's Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:46.86% (-1.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Moody's Corp Analyses