V-Lab: Intel Corp APARCH Volatility Analysis

V-Lab

Intel Corp APARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:72.25% (-2.24%)

Analysis last updated: Thursday, April 17, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0348	13.80
$α$	0.0668	21.63
$β$	0.9332	304.98
$γ$	0.2331	8.87
$δ$	0.8289	20.67

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts