Microsoft Corp Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
33.08%
decreased by 1.51%
1 Week
32.92%
decreased by 1.67%
1 Month
32.35%
decreased by 2.24%
Analysis last updated: Friday, June 12, 2026 at 11:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3931 | 9.47 | |
| 0.0791 | 8.92 | |
| 0.8961 | 92.11 | |
| 0.0010 | 1.43 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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