Microsoft Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:17.26% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2790 | 6.36 | |
| 0.0820 | 8.82 | |
| 0.8733 | 69.75 | |
| -0.0225 | -0.64 | |
| 0.0947 | 1.73 | |
| -0.1858 | -4.58 | |
| 0.2023 | 5.49 | |
| -0.1265 | -2.44 | |
| 0.0600 | 0.96 | |
| -0.0522 | -0.96 | |
| 0.0840 | 1.56 | |
| -0.1486 | -2.13 |
Estimation Period:
Jan 2, 1990 to Dec 24, 2025
Jan 2, 1990 to Dec 24, 2025
News Impact Curve
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