V-Lab: Microsoft Corp GJR-GARCH Volatility Analysis

V-Lab

Microsoft Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:24.75% (-0.67%)

Analysis last updated: Saturday, May 31, 2025 at 02:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0554	14.38
$α$	0.0358	17.05
$β$	0.9249	523.71
$γ$	0.0560	11.25

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts