V-Lab: Microsoft Corp MF2-GARCH Volatility Analysis

V-Lab

Microsoft Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:24.36% (-0.16%)

Analysis last updated: Thursday, July 10, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0333	13.62
$β$	0.7935	74.75
$γ$	0.1090	21.26
$λ_{1}$	0.0754	2.12
$λ_{2}$	0.0924	1.73
$λ_{3}$	0.8867	14.30

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts