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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Microsoft Corp AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 7, 2026

Model 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

ParameterValuet-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