V-Lab: Microsoft Corp Spline-GARCH Volatility Analysis

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V-Lab

Microsoft Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:20.92% (-0.84%)

Analysis last updated: Saturday, December 6, 2025 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2802	6.34
$α$	0.0819	8.83
$β$	0.8737	70.10
$γ_{1}$	-0.0226	-0.64
$γ_{2}$	0.0950	1.72
$γ_{3}$	-0.1862	-4.57
$γ_{4}$	0.2023	5.45
$γ_{5}$	-0.1263	-2.40
$γ_{6}$	0.0602	0.95
$γ_{7}$	-0.0530	-0.97
$γ_{8}$	0.0843	1.55
$γ_{9}$	-0.1440	-2.03

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts