V-Lab: Microsoft Corp MF2-GARCH Volatility Analysis

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V-Lab

Microsoft Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:24.85% (-1.38%)

Analysis last updated: Thursday, December 11, 2025 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0335	13.83
$β$	0.7962	74.88
$γ$	0.1056	21.02
$λ_{1}$	0.0765	2.08
$λ_{2}$	0.0946	1.70
$λ_{3}$	0.8838	13.63

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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