V-Lab: Microsoft Corp Asy. Power MEM Volatility Analysis

V-Lab

Microsoft Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:18.97% (+1.21%)

Analysis last updated: Tuesday, July 1, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0543	27.62
$α$	0.2259	74.40
$β$	0.7470	233.87
$γ$	0.1124	21.49
$δ$	0.5000	12.61

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts