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	param	t-stat
$ω$	0.6214	3.24
$α$	0.0943	7.07
$β$	0.8177	34.63
$γ_{1}$	0.0210	0.36
$γ_{2}$	-0.1272	-1.61
$γ_{3}$	0.2581	5.34
$γ_{4}$	-0.2787	-6.24
$γ_{5}$	0.1404	2.74
$γ_{6}$	0.0305	0.66
$γ_{7}$	-0.0559	-1.57
$γ_{8}$	0.0079	0.31

V-Lab

Moody's Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:40.51% (-3.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Moody's Corp Analyses