V-Lab: Intel Corp Spline-GARCH Volatility Analysis

V-Lab

Intel Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:51.25% (-0.46%)

Analysis last updated: Wednesday, September 17, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9614	9.86
$α$	0.0548	5.30
$β$	0.8895	46.40
$γ_{1}$	-0.0331	-1.51
$γ_{2}$	0.0903	2.51
$γ_{3}$	-0.1480	-5.09
$γ_{4}$	0.1567	5.31
$γ_{5}$	-0.1061	-3.56
$γ_{6}$	0.0887	2.49
$γ_{7}$	-0.0603	-1.49
$γ_{8}$	0.0285	0.63

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts