Microsoft Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
37.11%
increased by 0.06%
1 Week
37.06%
increased by 0.01%
1 Month
36.84%
decreased by 0.21%
Analysis last updated: Tuesday, June 9, 2026 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0602 | 15.26 | |
| 0.0404 | 18.41 | |
| 0.9198 | 508.20 | |
| 0.0543 | 10.82 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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