V-Lab: Intel Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Intel Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:58.51% (-0.65%)

Analysis last updated: Tuesday, March 11, 2025 at 02:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9690	9.74
$α$	0.0556	5.22
$β$	0.8887	46.52
$γ_{1}$	-0.0324	-1.39
$γ_{2}$	0.0892	2.35
$γ_{3}$	-0.1461	-4.86
$γ_{4}$	0.1507	5.03
$γ_{5}$	-0.0950	-3.10
$γ_{6}$	0.0699	1.95
$γ_{7}$	-0.0281	-0.74
$γ_{8}$	-0.0311	-1.17

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts