V-Lab: Intel Corp MF2-GARCH Volatility Analysis

V-Lab

Intel Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:83.69% (+36.08%)

Analysis last updated: Thursday, September 18, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0439	13.59
$β$	0.8183	103.53
$γ$	0.0463	8.60
$λ_{1}$	0.0625	1.38
$λ_{2}$	0.0835	3.59
$λ_{3}$	0.9060	29.80

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts