Moody's Corp MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
26.43%
decreased by 0.78%
1 Week
26.94%
decreased by 0.27%
1 Month
27.92%
increased by 0.71%
Analysis last updated: Tuesday, June 9, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0228 | 6.89 | |
| 0.8168 | 108.14 | |
| 0.1262 | 25.10 | |
| 0.0197 | 2.39 | |
| 0.0294 | 3.04 | |
| 0.9654 | 80.83 |
Estimation Period:
Oct 31, 1994 to Jun 5, 2026
Oct 31, 1994 to Jun 5, 2026
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