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	param	t-stat
$ω$	0.6228	3.23
$α$	0.0945	7.13
$β$	0.8186	35.10
$γ_{1}$	0.0206	0.35
$γ_{2}$	-0.1261	-1.60
$γ_{3}$	0.2568	5.29
$γ_{4}$	-0.2782	-6.21
$γ_{5}$	0.1410	2.74
$γ_{6}$	0.0297	0.63
$γ_{7}$	-0.0552	-1.55
$γ_{8}$	0.0072	0.28

V-Lab

Moody's Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:39.97% (-3.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Moody's Corp Analyses