Moody's Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.06% (-3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0236 | 7.05 | |
| 0.8145 | 104.58 | |
| 0.1265 | 24.62 | |
| 0.0203 | 2.36 | |
| 0.0305 | 2.97 | |
| 0.9642 | 76.30 |
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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