Microsoft Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.59% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2814 | 6.31 | |
| 0.0858 | 8.72 | |
| 0.8685 | 67.32 | |
| -0.0219 | -0.63 | |
| 0.0927 | 1.70 | |
| -0.1830 | -4.51 | |
| 0.2009 | 5.55 | |
| -0.1264 | -2.57 | |
| 0.0573 | 0.94 | |
| -0.0426 | -0.79 | |
| 0.0632 | 1.19 | |
| -0.0956 | -1.24 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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