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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0421	15.63***
β GARCH Volatility persistence	0.7896	70.92***
γ leverage Additional response to negative shocks	0.0962	17.74***
λ₁ tau intercept Baseline long-term coefficient	0.0828	2.02**
λ₂ forecast adj. Forecast performance sensitivity	0.0978	1.63
λ₃ tau persistence Long-term factor persistence	0.8793	12.50***

V-Lab

Microsoft Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Microsoft Corp Analyses