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

V-Lab

| |

V-Lab

Intel Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:48.08% (-0.49%)

Analysis last updated: Friday, December 20, 2024 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9876	9.93
$α$	0.0538	5.11
$β$	0.8926	47.47
$γ_{1}$	-0.0318	-1.34
$γ_{2}$	0.0901	2.33
$γ_{3}$	-0.1491	-4.88
$γ_{4}$	0.1526	5.03
$γ_{5}$	-0.0957	-3.08
$γ_{6}$	0.0695	1.94
$γ_{7}$	-0.0261	-0.70
$γ_{8}$	-0.0329	-1.26

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts