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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 21, 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.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-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
Other GAS-GARCH Student T Analyses on Equities