V-Lab: Microsoft Corp EGARCH Volatility Analysis

V-Lab

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V-Lab

Microsoft Corp EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 18th, 2025:25.81% (-0.47%)

Analysis last updated: Friday, February 14, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0307	12.12
$α$	0.1234	28.13
$β$	0.9812	909.37
$γ$	-0.0409	-11.11

Estimation Period:
Jan 2, 1990 to Feb 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts