V-Lab: Intel Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Intel Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:46.57% (-1.15%)

Analysis last updated: Monday, May 6, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8706	9.23
$α$	0.0486	4.97
$β$	0.8938	46.47
$γ_{1}$	-0.0967	-2.26
$γ_{2}$	0.1628	2.51
$γ_{3}$	-0.0617	-1.42
$γ_{4}$	-0.1250	-2.61
$γ_{5}$	0.2506	4.31
$γ_{6}$	-0.2134	-3.86
$γ_{7}$	0.1207	2.58
$γ_{8}$	-0.0015	-0.03
$γ_{9}$	-0.0558	-0.79
$γ_{10}$	0.0273	0.28

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

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Volatility Forecasts

Volatility Forecasts