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

V-Lab

Intel Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:56.90% (-1.42%)

Analysis last updated: Wednesday, August 27, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9824	9.87
$α$	0.0556	5.34
$β$	0.8898	47.51
$γ_{1}$	-0.0248	-1.10
$γ_{2}$	0.0758	2.05
$γ_{3}$	-0.1359	-4.59
$γ_{4}$	0.1447	4.86
$γ_{5}$	-0.0933	-3.11
$γ_{6}$	0.0730	2.04
$γ_{7}$	-0.0359	-0.90
$γ_{8}$	-0.0252	-0.88

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts