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	param	t-stat
$ω$	0.0690	14.12
$α$	0.0216	10.72
$β$	0.9243	403.99
$γ$	0.0737	14.72

V-Lab

Moody's Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:51.46% (-1.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Moody's Corp Analyses