V-Lab: Intel Corp Spline-GARCH Volatility Analysis

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V-Lab

Intel Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 31st, 2025:64.26% (-0.25%)

Analysis last updated: Thursday, October 30, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9589	9.96
$α$	0.0532	5.29
$β$	0.8912	47.20
$γ_{1}$	-0.0311	-1.44
$γ_{2}$	0.0867	2.45
$γ_{3}$	-0.1455	-5.07
$γ_{4}$	0.1559	5.35
$γ_{5}$	-0.1073	-3.66
$γ_{6}$	0.0926	2.61
$γ_{7}$	-0.0697	-1.68
$γ_{8}$	0.0580	1.11

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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Volatility Forecasts

Volatility Forecasts