V-Lab: Microsoft Corp MF2-GARCH Volatility Analysis

V-Lab

Microsoft Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:24.56% (-0.14%)

Analysis last updated: Friday, June 27, 2025 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0332	13.57
$β$	0.7929	74.22
$γ$	0.1091	21.24
$λ_{1}$	0.0757	2.11
$λ_{2}$	0.0931	1.72
$λ_{3}$	0.8859	14.11

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts