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 Monday, May 6th, 2024:45.84% (-1.11%)

Analysis last updated: Friday, May 3, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9262	9.69
$α$	0.0487	5.03
$β$	0.8952	47.67
$γ_{1}$	-0.0716	-1.63
$γ_{2}$	0.1269	1.90
$γ_{3}$	-0.0487	-1.10
$γ_{4}$	-0.1223	-2.53
$γ_{5}$	0.2377	4.08
$γ_{6}$	-0.1980	-3.59
$γ_{7}$	0.1099	2.32
$γ_{8}$	-0.0000	-0.00
$γ_{9}$	-0.0444	-0.65
$γ_{10}$	-0.0090	-0.18

Estimation Period:
Jan 2, 1990 to May 3, 2024

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Volatility Forecasts

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