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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9514	9.16***
α ARCH Response to squared shocks	0.0525	5.64***
β GARCH Volatility persistence	0.9040	57.22***

γ₁	-0.0143	-0.63
γ₂	0.0520	1.41
γ₃	-0.1113	-3.68***
γ₄	0.1266	4.09***
γ₅	-0.0800	-2.70***
γ₆	0.0640	1.86*
γ₇	-0.0329	-0.78
γ₈	-0.0282	-0.84

V-Lab

Intel Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Intel Corp Analyses