V-Lab
Intel Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, September 14th, 2026
1 Day
68.37%
decreased by 1.18%
1 Week
68.25%
decreased by 1.30%
1 Month
67.81%
decreased by 1.74%
Analysis last updated: Friday, September 11, 2026 at 11:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Sep 11, 2026Model Insight
With persistence 0.997, volatility shocks have a half-life of 241 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
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High persistence: persistence 0.997, shock half-life ~241 daysv = 5.37 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 7.9149 | 1.26 |
| αARCH | 0.0506 | 16.28*** |
| βGARCH | 0.9971 | 466.17*** |
| νDF | 5.3674 | 4.75*** |
0.997
Persistence241d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 7.9149 | 1.26 |
α ARCH Response to squared shocks | 0.0506 | 16.28*** |
β GARCH Volatility persistence | 0.9971 | 466.17*** |
ν DF Student-t tail thickness | 5.3674 | 4.75*** |
Persistence:
0.997
Half-life:
241 days
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