Moody's Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.41% (-3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6367 | 3.31 | |
| 0.0958 | 7.35 | |
| 0.8163 | 35.19 | |
| 0.0297 | 0.51 | |
| -0.1412 | -1.80 | |
| 0.2670 | 5.50 | |
| -0.2841 | -6.32 | |
| 0.1402 | 2.71 | |
| 0.0403 | 0.84 | |
| -0.0838 | -1.99 | |
| 0.0802 | 1.03 |
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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