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

V-Lab

Intel Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:49.31% (-0.19%)

Analysis last updated: Thursday, July 3, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9785	9.73
$α$	0.0547	5.29
$β$	0.8929	48.63
$γ_{1}$	-0.0265	-1.14
$γ_{2}$	0.0788	2.08
$γ_{3}$	-0.1383	-4.57
$γ_{4}$	0.1463	4.82
$γ_{5}$	-0.0939	-3.05
$γ_{6}$	0.0726	1.99
$γ_{7}$	-0.0345	-0.86
$γ_{8}$	-0.0262	-0.91

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts