V-Lab
V-Lab
Microsoft Corp GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:19.78% (-0.45%)
Analysis last updated: Wednesday, September 17, 2025 at 09:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Microsoft Corp GARCH
paramt-stat
ω0.056213.96
α0.067135.34
β0.9193484.84
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts