Microsoft Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
29.84%
decreased by 0.95%
1 Week
29.97%
decreased by 0.82%
1 Month
30.45%
decreased by 0.34%
Analysis last updated: Monday, March 30, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0613 | 15.30 | |
| 0.0401 | 18.19 | |
| 0.9188 | 502.36 | |
| 0.0564 | 11.11 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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