V-Lab
Intel Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, September 8th, 2026
1 Day
61.80%
increased by 1.92%
1 Week
61.71%
increased by 1.83%
1 Month
61.37%
increased by 1.49%
Analysis last updated: Friday, September 4, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Sep 4, 2026Model Insight
With persistence 0.997, volatility shocks have a half-life of 237 trading days (~0.9 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
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High persistence: persistence 0.997, shock half-life ~237 daysv = 5.37 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 7.8781 | 1.25 |
| αARCH | 0.0510 | 16.18*** |
| βGARCH | 0.9971 | 450.35*** |
| νDF | 5.3661 | 4.68*** |
0.997
Persistence237d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 7.8781 | 1.25 |
α ARCH Response to squared shocks | 0.0510 | 16.18*** |
β GARCH Volatility persistence | 0.9971 | 450.35*** |
ν DF Student-t tail thickness | 5.3661 | 4.68*** |
Persistence:
0.997
Half-life:
237 days
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