V-Lab: Microsoft Corp MF2-GARCH Volatility Analysis

V-Lab

Microsoft Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:20.35% (-0.34%)

Analysis last updated: Wednesday, July 30, 2025 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0336	13.82
$β$	0.7960	76.69
$γ$	0.1086	21.30
$λ_{1}$	0.0756	2.17
$λ_{2}$	0.0915	1.74
$λ_{3}$	0.8874	14.54

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts