Microsoft Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
29.30%
decreased by 0.36%
1 Week
29.44%
decreased by 0.22%
1 Month
29.97%
increased by 0.31%
Analysis last updated: Tuesday, May 12, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0602 | 15.25 | |
| 0.0398 | 18.23 | |
| 0.9199 | 507.66 | |
| 0.0552 | 11.00 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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