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	param	t-stat
$m$	66
$α$	0.0231	6.92
$β$	0.8154	105.72
$γ$	0.1270	24.83
$λ_{1}$	0.0203	2.37
$λ_{2}$	0.0305	2.98
$λ_{3}$	0.9643	76.69

V-Lab

Moody's Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:39.42% (+0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Moody's Corp Analyses