V-Lab: Microsoft Corp Spline-GARCH Volatility Analysis

V-Lab

Microsoft Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:18.44% (-0.40%)

Analysis last updated: Tuesday, July 8, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3743	9.17
$α$	0.0753	8.81
$β$	0.9015	96.74
$γ_{1}$	0.0009	1.18

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts