Moody's Corp AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
24.32%
decreased by 0.42%
1 Week
24.72%
decreased by 0.02%
1 Month
26.04%
increased by 1.30%
Analysis last updated: Tuesday, June 16, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 6.83 | |
| 0.0677 | 30.81 | |
| 0.9075 | 349.19 | |
| 0.8351 | 14.05 |
Estimation Period:
Oct 31, 1994 to Jun 12, 2026
Oct 31, 1994 to Jun 12, 2026
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