V-Lab: Microsoft Corp MF2-GARCH Volatility Analysis

V-Lab

Microsoft Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:26.42% (-0.35%)

Analysis last updated: Saturday, May 31, 2025 at 02:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0328	13.31
$β$	0.7894	71.19
$γ$	0.1093	21.14
$λ_{1}$	0.0783	2.02
$λ_{2}$	0.0983	1.65
$λ_{3}$	0.8804	12.78

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts