V-Lab: Microsoft Corp MEM Volatility Analysis

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V-Lab

Microsoft Corp MEM Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:21.31% (-1.59%)

Analysis last updated: Thursday, December 4, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0873	7.77
$α$	0.2098	48.51
$β$	0.7700	274.23

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts