Microsoft Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
35.05%
decreased by 1.26%
1 Week
35.04%
decreased by 1.27%
1 Month
35.01%
decreased by 1.30%
Analysis last updated: Friday, June 12, 2026 at 11:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0599 | 15.25 | |
| 0.0402 | 18.39 | |
| 0.9202 | 509.80 | |
| 0.0540 | 10.81 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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