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 7th, 2025:18.21% (+1.51%)

Analysis last updated: Thursday, July 3, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2105	3.92
$α$	0.0713	46.40
$β$	0.9943	678.70
$ν$	5.4397	12.55

Estimation Period:
Jan 2, 1990 to Jul 3, 2025