Microsoft Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:23.46% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0562 | 14.61 | |
| 0.0363 | 17.20 | |
| 0.9236 | 523.56 | |
| 0.0571 | 11.36 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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