V-Lab: Intel Corp GJR-GARCH Volatility Analysis

V-Lab

Intel Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:57.96% (-0.09%)

Analysis last updated: Saturday, May 31, 2025 at 02:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0253	9.76
$α$	0.0321	13.01
$β$	0.9633	503.27
$γ$	0.0024	0.73

Estimation Period:
Jan 2, 1990 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts