V-Lab: Microsoft Corp APARCH Volatility Analysis

V-Lab

Microsoft Corp APARCH Volatility Analysis

Volatility Prediction for Tuesday, July 8th, 2025:18.05% (-0.40%)

Analysis last updated: Monday, July 7, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0388	17.51
$α$	0.0719	29.28
$β$	0.9271	499.54
$γ$	0.3289	15.45
$δ$	1.1161	25.94

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts