V-Lab
Intel Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, September 22nd, 2026
1 Day
79.61%
1 Week
79.46%
1 Month
78.85%
Analysis last updated: Monday, September 21, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Sep 18, 2026Model 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.
GAS-GARCH-T Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 7.9347 | 1.27 |
| αARCH | 0.0505 | 16.33*** |
| βGARCH | 0.9972 | 472.58*** |
| νDF | 5.3707 | 4.77*** |
0.997
Persistence243d
Half-lifeGAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 7.9347 | 1.27 |
α ARCH Response to squared shocks | 0.0505 | 16.33*** |
β GARCH Volatility persistence | 0.9972 | 472.58*** |
ν DF Student-t tail thickness | 5.3707 | 4.77*** |
Persistence:
0.997
Half-life:
243 days
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