Moody's Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.77% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8402 | 4.36 | |
| 0.0811 | 29.35 | |
| 0.9846 | 272.15 | |
| 4.6281 | 9.55 |
Estimation Period:
Oct 31, 1994 to Feb 6, 2026
Oct 31, 1994 to Feb 6, 2026
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