V-Lab: Microsoft Corp GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Microsoft Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:20.04% (-1.05%)

Analysis last updated: Friday, December 20, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2620	3.94
$α$	0.0706	46.94
$β$	0.9946	714.99
$ν$	6	12.39

Estimation Period:
Jan 2, 1990 to Dec 20, 2024