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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9610	9.28***
α ARCH Response to squared shocks	0.0526	5.63***
β GARCH Volatility persistence	0.9037	56.96***

γ₁	-0.0141	-0.62
γ₂	0.0528	1.42
γ₃	-0.1129	-3.73***
γ₄	0.1278	4.12***
γ₅	-0.0806	-2.70***
γ₆	0.0638	1.83*
γ₇	-0.0316	-0.74
γ₈	-0.0295	-0.88

V-Lab

Intel Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Intel Corp Analyses