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

V-Lab

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V-Lab

Microsoft Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:23.12% (-0.77%)

Analysis last updated: Friday, December 20, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3249	11.02
$α$	0.0693	8.46
$β$	0.9102	100.42
$γ_{1}$	0.0006	3.56

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

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