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, October 7th, 2024:19.20% (-0.99%)

Analysis last updated: Friday, October 4, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.3215	3.97
$α$	0.0714	47.11
$β$	0.9946	725.44
$ν$	6	12.28

Estimation Period:
Jan 2, 1990 to Oct 4, 2024