Moody's Corp APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.48% (+9.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 20.60 | |
| 0.0628 | 26.44 | |
| 0.9354 | 407.42 | |
| 0.6491 | 16.70 | |
| 0.9324 | 22.56 |
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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