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

V-Lab

Intel Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:49.70% (-1.27%)

Analysis last updated: Friday, June 27, 2025 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9759	9.65
$α$	0.0545	5.31
$β$	0.8942	49.40
$γ_{1}$	-0.0271	-1.16
$γ_{2}$	0.0793	2.09
$γ_{3}$	-0.1383	-4.56
$γ_{4}$	0.1463	4.80
$γ_{5}$	-0.0941	-3.04
$γ_{6}$	0.0727	1.98
$γ_{7}$	-0.0342	-0.85
$γ_{8}$	-0.0268	-0.93

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts