Microsoft Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:40.31% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0587 | 15.00 | |
| 0.0384 | 17.71 | |
| 0.9213 | 510.42 | |
| 0.0563 | 11.23 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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