Microsoft Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:18.42% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0559 | 14.47 | |
| 0.0363 | 17.16 | |
| 0.9235 | 523.25 | |
| 0.0573 | 11.38 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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