V-Lab: Microsoft Corp GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Microsoft Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:21.96% (-0.53%)

Analysis last updated: Wednesday, April 24, 2024 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0559	13.89
$α$	0.0371	16.65
$β$	0.9229	511.61
$γ$	0.0581	11.00

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

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