Microsoft Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.80% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0589 | 14.95 | |
| 0.0383 | 17.62 | |
| 0.9211 | 510.00 | |
| 0.0573 | 11.30 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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