Moody's Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.35% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0635 | 17.20 | |
| 0.0641 | 28.85 | |
| 0.9196 | 375.98 |
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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