V-Lab: Microsoft Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Microsoft Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:18.46% (-0.44%)

Analysis last updated: Friday, June 27, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3293	11.26
$α$	0.0750	8.86
$β$	0.9025	97.23
$γ_{1}$	0.0005	3.60

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts