V-Lab: Microsoft Corp MF2-GARCH Volatility Analysis

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V-Lab

Microsoft Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 21st, 2025:26.12% (+0.76%)

Analysis last updated: Thursday, November 20, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0336	13.79
$β$	0.7951	74.39
$γ$	0.1063	20.98
$λ_{1}$	0.0767	2.07
$λ_{2}$	0.0951	1.69
$λ_{3}$	0.8832	13.52

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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