Microsoft Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
37.81%
decreased by 0.95%
1 Week
37.74%
decreased by 1.02%
1 Month
37.46%
decreased by 1.30%
Analysis last updated: Tuesday, June 23, 2026 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0598 | 15.24 | |
| 0.0402 | 18.39 | |
| 0.9203 | 510.12 | |
| 0.0540 | 10.81 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
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