Moody's Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.98% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0482 | 6.58 | |
| 0.0663 | 30.62 | |
| 0.9101 | 358.01 | |
| 0.8369 | 13.94 |
Estimation Period:
Oct 31, 1994 to Feb 6, 2026
Oct 31, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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