V-Lab: Microsoft Corp Asy. MEM Volatility Analysis

V-Lab

Microsoft Corp Asy. MEM Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:20.62% (-0.12%)

Analysis last updated: Friday, September 12, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0953	32.90
$α$	0.1766	49.13
$β$	0.7652	282.78
$γ$	0.0728	10.35

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts