V-Lab: Microsoft Corp MF2-GARCH Volatility Analysis

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V-Lab

Microsoft Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:22.32% (+4.02%)

Analysis last updated: Friday, October 10, 2025 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0333	13.70
$β$	0.7951	75.02
$γ$	0.1077	21.12
$λ_{1}$	0.0767	2.08
$λ_{2}$	0.0946	1.70
$λ_{3}$	0.8838	13.66

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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