Microsoft Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:23.05% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0554 | 14.56 | |
| 0.0364 | 17.33 | |
| 0.9241 | 526.23 | |
| 0.0558 | 11.18 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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