Moody's Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.86% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 9.77 | |
| 0.1084 | 25.42 | |
| 0.9823 | 903.72 | |
| -0.0650 | -17.07 |
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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