V-Lab: Microsoft Corp MF2-GARCH Volatility Analysis

V-Lab

Microsoft Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, August 29th, 2025:18.38% (-0.36%)

Analysis last updated: Thursday, August 28, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0334	13.72
$β$	0.7951	75.48
$γ$	0.1084	21.21
$λ_{1}$	0.0759	2.11
$λ_{2}$	0.0925	1.72
$λ_{3}$	0.8863	14.16

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts