V-Lab: Intel Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Intel Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 10th, 2025:55.36% (-2.84%)

Analysis last updated: Friday, March 7, 2025 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0447	13.50
$β$	0.8158	99.59
$γ$	0.0437	7.95
$λ_{1}$	0.0644	1.31
$λ_{2}$	0.0866	3.42
$λ_{3}$	0.9025	27.09

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts