V-Lab
Microsoft Corp Asy. MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
37.89%
decreased by 4.14%
1 Week
37.70%
decreased by 4.33%
1 Month
37.04%
decreased by 4.99%
Analysis last updated: Friday, August 7, 2026 at 09:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 41% more than equivalent positive returns.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0947 | 33.22*** |
α ARCH Response to squared shocks | 0.1759 | 50.07*** |
β GARCH Volatility persistence | 0.7666 | 289.07*** |
γ leverage Additional response to negative shocks | 0.0717 | 10.39*** |
Persistence:
0.978
Half-life:
32 days
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