V-Lab: Microsoft Corp MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Microsoft Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:21.60% (-1.12%)

Analysis last updated: Tuesday, November 11, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0337	13.79
$β$	0.7952	74.42
$γ$	0.1063	20.97
$λ_{1}$	0.0767	2.08
$λ_{2}$	0.0949	1.69
$λ_{3}$	0.8835	13.57

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts