Intel Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, October 14th, 2026
1 Day
63.38%
decreased by 2.09%
1 Week
63.29%
decreased by 2.18%
1 Month
62.93%
decreased by 2.54%
Analysis last updated: Tuesday, October 13, 2026 at 10:23 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Oct 9, 2026Model Insight
With persistence 0.997, volatility shocks have a half-life of 242 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 ~242 daysv = 5.37 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 7.9033 | 1.27 |
| αARCH | 0.0505 | 16.31*** |
| βGARCH | 0.9971 | 468.36*** |
| νDF | 5.3691 | 4.75*** |
0.997
Persistence242d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 7.9033 | 1.27 |
α ARCH Response to squared shocks | 0.0505 | 16.31*** |
β GARCH Volatility persistence | 0.9971 | 468.36*** |
ν DF Student-t tail thickness | 5.3691 | 4.75*** |
Persistence:
0.997
Half-life:
242 days
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