Microsoft Corp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:17.80% (-0.55%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0308 | 11.77 | |
0.1232 | 28.48 | |
0.9811 | 897.64 | |
-0.0433 | -11.87 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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