Intel Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
63.83%
decreased by 1.47%
1 Week
63.84%
decreased by 1.46%
1 Month
63.88%
decreased by 1.42%
Analysis last updated: Friday, October 23, 2026 at 10:15 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Oct 23, 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 16 trading days.
τ
Zero Slope Spline-GARCH Model
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Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.9807 | 9.56*** |
| αARCH | 0.0517 | 5.61*** |
| βGARCH | 0.9049 | 57.48*** |
Spline Coefficients
K=8
| γ1 | -0.0077 | -0.35 |
| γ2 | 0.0422 | 1.16 |
| γ3 | -0.1056 | -3.54*** |
| γ4 | 0.1231 | 4.01*** |
| γ5 | -0.0780 | -2.68*** |
| γ6 | 0.0629 | 1.90* |
| γ7 | -0.0332 | -0.80 |
| γ8 | -0.0275 | -0.83 |
0.957
Persistence16d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9807 | 9.56*** |
α ARCH Response to squared shocks | 0.0517 | 5.61*** |
β GARCH Volatility persistence | 0.9049 | 57.48*** |
Spline Coefficients
K=8
| γ1 | -0.0077 | -0.35 |
| γ2 | 0.0422 | 1.16 |
| γ3 | -0.1056 | -3.54*** |
| γ4 | 0.1231 | 4.01*** |
| γ5 | -0.0780 | -2.68*** |
| γ6 | 0.0629 | 1.90* |
| γ7 | -0.0332 | -0.80 |
| γ8 | -0.0275 | -0.83 |
Persistence:
0.957
Half-life:
16 days
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