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Microsoft Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:25.87% (+3.10%)
Analysis last updated: Tuesday, November 18, 2025 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Microsoft Corp GJR-GARCH
paramt-stat
ω0.056014.60
α0.036217.20
β0.9237524.53
γ0.057011.35
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts