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

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V-Lab

Intel Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:62.58% (-0.45%)

Analysis last updated: Friday, October 10, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9932	9.91
$α$	0.0520	5.26
$β$	0.8988	51.15
$γ_{1}$	-0.0206	-0.90
$γ_{2}$	0.0687	1.84
$γ_{3}$	-0.1313	-4.37
$γ_{4}$	0.1419	4.69
$γ_{5}$	-0.0909	-3.00
$γ_{6}$	0.0699	1.93
$γ_{7}$	-0.0311	-0.74
$γ_{8}$	-0.0307	-0.99

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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Volatility Forecasts

Volatility Forecasts