Microsoft Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:24.82% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0557 | 14.58 | |
| 0.0361 | 17.20 | |
| 0.9240 | 526.21 | |
| 0.0566 | 11.31 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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