V-Lab: Intel Corp GJR-GARCH Volatility Analysis

Skip to main content

V-Lab

Intel Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:58.88% (-0.96%)

Analysis last updated: Friday, October 31, 2025 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0222	9.60
$α$	0.0302	13.81
$β$	0.9660	581.22
$γ$	0.0019	0.62

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts