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 Wednesday, February 5th, 2025:44.76% (-0.98%)

Analysis last updated: Tuesday, February 4, 2025 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9829	9.84
$α$	0.0530	5.10
$β$	0.8945	48.21
$γ_{1}$	-0.0313	-1.32
$γ_{2}$	0.0885	2.29
$γ_{3}$	-0.1472	-4.82
$γ_{4}$	0.1517	5.00
$γ_{5}$	-0.0959	-3.09
$γ_{6}$	0.0709	1.96
$γ_{7}$	-0.0287	-0.75
$γ_{8}$	-0.0308	-1.15

Estimation Period:
Jan 2, 1990 to Jan 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts