V-Lab: Microsoft Corp Spline-GARCH Volatility Analysis

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V-Lab

Microsoft Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:14.71% (-0.10%)

Analysis last updated: Friday, October 24, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2804	6.34
$α$	0.0822	8.76
$β$	0.8735	69.83
$γ_{1}$	-0.0228	-0.64
$γ_{2}$	0.0958	1.73
$γ_{3}$	-0.1869	-4.57
$γ_{4}$	0.2020	5.35
$γ_{5}$	-0.1253	-2.30
$γ_{6}$	0.0606	0.94
$γ_{7}$	-0.0569	-1.02
$γ_{8}$	0.0925	1.65
$γ_{9}$	-0.1611	-2.12

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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Volatility Forecasts