V-Lab
V-Lab
Microsoft Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:34.57% (-0.98%)
Analysis last updated: Thursday, May 8, 2025 at 09:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Microsoft Corp GJR-GARCH
paramt-stat
ω0.054014.25
α0.036317.15
β0.9258527.82
γ0.053910.88
Estimation Period:
Jan 2, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts