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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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