V-Lab
Intel Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, September 14th, 2026
1 Day
63.35%
decreased by 1.07%
1 Week
63.33%
decreased by 1.09%
1 Month
63.28%
decreased by 1.14%
Analysis last updated: Friday, September 11, 2026 at 11:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Sep 11, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 15 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.9949 | 9.72*** |
| αARCH | 0.0525 | 5.63*** |
| βGARCH | 0.9033 | 56.68*** |
Spline Coefficients
K=8
| γ1 | -0.0079 | -0.35 |
| γ2 | 0.0437 | 1.20 |
| γ3 | -0.1080 | -3.61*** |
| γ4 | 0.1249 | 4.07*** |
| γ5 | -0.0793 | -2.71*** |
| γ6 | 0.0635 | 1.88* |
| γ7 | -0.0328 | -0.78 |
| γ8 | -0.0281 | -0.84 |
0.956
Persistence15d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9949 | 9.72*** |
α ARCH Response to squared shocks | 0.0525 | 5.63*** |
β GARCH Volatility persistence | 0.9033 | 56.68*** |
Spline Coefficients
K=8
| γ1 | -0.0079 | -0.35 |
| γ2 | 0.0437 | 1.20 |
| γ3 | -0.1080 | -3.61*** |
| γ4 | 0.1249 | 4.07*** |
| γ5 | -0.0793 | -2.71*** |
| γ6 | 0.0635 | 1.88* |
| γ7 | -0.0328 | -0.78 |
| γ8 | -0.0281 | -0.84 |
Persistence:
0.956
Half-life:
15 days
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