Moody's Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:45.13% (-3.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6377 | 3.30 | |
| 0.0959 | 7.39 | |
| 0.8168 | 35.46 | |
| 0.0298 | 0.51 | |
| -0.1412 | -1.80 | |
| 0.2668 | 5.47 | |
| -0.2838 | -6.29 | |
| 0.1398 | 2.69 | |
| 0.0407 | 0.85 | |
| -0.0847 | -2.01 | |
| 0.0833 | 1.09 |
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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