V-Lab: Microsoft Corp Asy. MEM Volatility Analysis

V-Lab

| |

V-Lab

Microsoft Corp Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:23.47% (-1.08%)

Analysis last updated: Tuesday, May 7, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0905	31.72
$α$	0.1746	48.19
$β$	0.7705	283.07
$γ$	0.0701	10.00

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts