Microsoft Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:21.26% (+2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 14.58 | |
| 0.0363 | 17.16 | |
| 0.9231 | 520.91 | |
| 0.0578 | 11.43 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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