V-Lab: Intel Corp MF2-GARCH Volatility Analysis

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V-Lab

Intel Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:51.24% (-2.43%)

Analysis last updated: Wednesday, May 1, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0351	11.72
$β$	0.8477	127.15
$γ$	0.0358	9.50
$λ_{1}$	0.0868	1.32
$λ_{2}$	0.1122	3.34
$λ_{3}$	0.8718	19.36

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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Volatility Forecasts