Microsoft Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 2nd, 2026
1 Day
30.40%
decreased by 0.13%
1 Week
30.51%
decreased by 0.02%
1 Month
30.92%
increased by 0.39%
Analysis last updated: Monday, June 1, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0597 | 15.22 | |
| 0.0397 | 18.24 | |
| 0.9204 | 510.22 | |
| 0.0546 | 10.93 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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