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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0369	14.48***
β GARCH Volatility persistence	0.7928	71.36***
γ leverage Additional response to negative shocks	0.0994	18.78***
λ₁ tau intercept Baseline long-term coefficient	0.0787	1.93*
λ₂ forecast adj. Forecast performance sensitivity	0.0970	1.62
λ₃ tau persistence Long-term factor persistence	0.8821	12.65***

V-Lab

Microsoft Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Microsoft Corp Analyses