V-Lab: Intel Corp Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Intel Corp Asy. MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:35.46% (-2.88%)

Analysis last updated: Friday, May 3, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0687	28.33
$α$	0.1393	42.57
$β$	0.8210	354.81
$γ$	0.0618	11.44

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts