Microsoft Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:29.74% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0607 | 15.23 | |
| 0.0397 | 18.07 | |
| 0.9194 | 502.96 | |
| 0.0563 | 11.14 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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