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

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Microsoft Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 19th, 2025:24.79% (+2.85%)

Analysis last updated: Tuesday, November 18, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1179	3.89
$α$	0.0707	45.68
$β$	0.9942	661.05
$ν$	5.4206	12.36

Estimation Period:
Jan 2, 1990 to Nov 14, 2025