Microsoft Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:46.34% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0585 | 14.96 | |
| 0.0382 | 17.64 | |
| 0.9214 | 511.62 | |
| 0.0567 | 11.28 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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