V-Lab
V-Lab
Microsoft Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:33.40% (-1.09%)
Analysis last updated: Friday, May 9, 2025 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Microsoft Corp GJR-GARCH
paramt-stat
ω0.054014.26
α0.035817.09
β0.9260528.54
γ0.054411.01
Estimation Period:
Jan 2, 1990 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts