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 2nd, 2025:46.07% (+1.02%)

Analysis last updated: Saturday, May 31, 2025 at 02:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9911	9.89
$α$	0.0555	5.31
$β$	0.8913	48.11
$γ_{1}$	-0.0262	-1.13
$γ_{2}$	0.0795	2.10
$γ_{3}$	-0.1402	-4.63
$γ_{4}$	0.1475	4.86
$γ_{5}$	-0.0944	-3.06
$γ_{6}$	0.0720	1.97
$γ_{7}$	-0.0326	-0.82
$γ_{8}$	-0.0280	-0.99

Estimation Period:
Jan 2, 1990 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts