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 2nd, 2025:24.92% (-0.86%)

Analysis last updated: Saturday, May 31, 2025 at 02:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3208	11.04
$α$	0.0716	8.61
$β$	0.9075	99.49
$γ_{1}$	0.0005	3.44

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts