V-Lab: Intel Corp GJR-GARCH Volatility Analysis

V-Lab

Intel Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:53.73% (-0.90%)

Analysis last updated: Friday, June 27, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0255	9.85
$α$	0.0321	12.99
$β$	0.9632	504.56
$γ$	0.0025	0.75

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts