Moody's Corp GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
24.96%
decreased by 0.09%
1 Week
25.20%
increased by 0.15%
1 Month
26.03%
increased by 0.98%
Analysis last updated: Saturday, June 13, 2026 at 12:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 17.44 | |
| 0.0660 | 29.32 | |
| 0.9167 | 368.89 |
Estimation Period:
Oct 31, 1994 to Jun 12, 2026
Oct 31, 1994 to Jun 12, 2026
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