Skip to main content
V-Lab

Intel Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

75.78%

decreased by 2.00%

1 Week

75.64%

decreased by 2.14%

1 Month

75.08%

decreased by 2.70%

Analysis last updated: Friday, August 21, 2026 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Intel Corp GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 21, 2026

Model Insight

With persistence 0.997, volatility shocks have a half-life of 243 trading days (~1.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.37 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

7.9488
5.10***
α

ARCH

Response to squared shocks

0.0506
65.11***
β

GARCH

Volatility persistence

0.9972
1,899.34***
ν

DF

Student-t tail thickness

5.3667
19.15***

Persistence:

0.997

Half-life:

243 days