V-Lab: Microsoft Corp MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Microsoft Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 10th, 2025:25.74% (-0.55%)

Analysis last updated: Friday, March 7, 2025 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0361	13.77
$β$	0.7819	68.12
$γ$	0.1059	20.32
$λ_{1}$	0.0787	1.99
$λ_{2}$	0.1003	1.65
$λ_{3}$	0.8779	12.48

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

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