Skip to main content
V-Lab

Microsoft Corp GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

56.32%

decreased by 2.18%

1 Week

55.88%

decreased by 2.62%

1 Month

54.19%

decreased by 4.31%

Analysis last updated: Friday, August 7, 2026 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Microsoft Corp GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 56 trading days, meaning a shock loses half its impact after approximately 56 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0527
13.69***
α

ARCH

Response to squared shocks

0.0648
34.47***
β

GARCH

Volatility persistence

0.9230
477.98***

Persistence:

0.988

Half-life:

56 days