V-Lab: Microsoft Corp MF2-GARCH Volatility Analysis

V-Lab

Microsoft Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:21.29% (-0.94%)

Analysis last updated: Monday, August 11, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0334	13.71
$β$	0.7955	76.01
$γ$	0.1088	21.29
$λ_{1}$	0.0740	2.14
$λ_{2}$	0.0898	1.75
$λ_{3}$	0.8896	14.92

Estimation Period:
Jan 2, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts