Microsoft Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:21.41% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0555 | 14.57 | |
| 0.0363 | 17.26 | |
| 0.9240 | 525.92 | |
| 0.0561 | 11.23 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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