Microsoft Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:25.51% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2804 | 6.31 | |
| 0.0857 | 8.70 | |
| 0.8686 | 67.37 | |
| -0.0218 | -0.63 | |
| 0.0924 | 1.70 | |
| -0.1827 | -4.51 | |
| 0.2008 | 5.57 | |
| -0.1266 | -2.60 | |
| 0.0572 | 0.94 | |
| -0.0418 | -0.78 | |
| 0.0622 | 1.17 | |
| -0.0960 | -1.25 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
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