Intel Corp Asy. MEM Volatility Analysis
Volatility prediction for Friday, October 16th, 2026
1 Day
67.84%
increased by 10.62%
1 Week
67.67%
increased by 10.45%
1 Month
67.03%
increased by 9.81%
Analysis last updated: Thursday, October 15, 2026 at 09:48 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Oct 9, 2026Model Insight
With persistence 0.994, volatility shocks have a half-life of 111 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Leverage: Negative returns increase volatility 35% more than positive returns
μ
AMEM Model
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High persistence: persistence 0.994, shock half-life ~111 daysLeverage: Negative returns increase volatility 35% more than positive returns
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0688 | 7.09*** |
| αARCH | 0.1553 | 12.00*** |
| βGARCH | 0.8110 | 90.69*** |
| γleverage | 0.0550 | 2.62*** |
0.994
Persistence111d
Half-lifeμ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0688 | 7.09*** |
α ARCH Response to squared shocks | 0.1553 | 12.00*** |
β GARCH Volatility persistence | 0.8110 | 90.69*** |
γ leverage Additional response to negative shocks | 0.0550 | 2.62*** |
Persistence:
0.994
Half-life:
111 days
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