Microsoft Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
28.38%
decreased by 0.36%
1 Week
28.55%
decreased by 0.19%
1 Month
29.19%
increased by 0.45%
Analysis last updated: Monday, April 20, 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 | |
|---|---|---|
| 0.0606 | 15.26 | |
| 0.0398 | 18.18 | |
| 0.9195 | 505.78 | |
| 0.0559 | 11.08 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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