V-Lab: Microsoft Corp MF2-GARCH Volatility Analysis

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V-Lab

Microsoft Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, October 23rd, 2025:17.91% (-0.23%)

Analysis last updated: Wednesday, October 22, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0333	13.70
$β$	0.7953	74.99
$γ$	0.1072	21.06
$λ_{1}$	0.0763	2.08
$λ_{2}$	0.0947	1.70
$λ_{3}$	0.8838	13.67

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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