V-Lab: Microsoft Corp APARCH Volatility Analysis

V-Lab

Microsoft Corp APARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:37.89% (-0.70%)

Analysis last updated: Thursday, April 17, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0381	17.42
$α$	0.0707	28.81
$β$	0.9285	501.63
$γ$	0.3194	14.92
$δ$	1.1293	26.01

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts