V-Lab
Microsoft Corp Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, September 8th, 2026
1 Day
32.06%
1 Week
28.79%
1 Month
21.57%
Analysis last updated: Friday, September 4, 2026 at 10:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Sep 4, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 12% more than equivalent positive returns. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APMEM Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0540 | 7.02*** |
| αARCH | 0.2234 | 18.95*** |
| βGARCH | 0.7495 | 60.22*** |
| γleverage | 0.1090 | 5.34*** |
| δpower | 0.5000 | 3.17*** |
0.933
Persistence10d
Half-lifeAPMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0540 | 7.02*** |
α ARCH Response to squared shocks | 0.2234 | 18.95*** |
β GARCH Volatility persistence | 0.7495 | 60.22*** |
γ leverage Additional response to negative shocks | 0.1090 | 5.34*** |
δ power Transformation power | 0.5000 | 3.17*** |
Persistence:
0.933
Half-life:
10 days
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