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

V-Lab

Microsoft Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:15.22% (-0.18%)

Analysis last updated: Friday, July 25, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2248	3.93
$α$	0.0714	47.11
$β$	0.9944	692.96
$ν$	5.4385	12.74

Estimation Period:
Jan 2, 1990 to Jul 25, 2025