V-Lab: Applied Materials Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Applied Materials Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:37.67% (+0.60%)

Analysis last updated: Thursday, April 18, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9476	9.14
$α$	0.0500	6.81
$β$	0.9077	64.22
$γ_{1}$	-0.0479	-0.92
$γ_{2}$	0.0665	0.82
$γ_{3}$	-0.0063	-0.13
$γ_{4}$	-0.1261	-3.16
$γ_{5}$	0.2490	6.27
$γ_{6}$	-0.2166	-4.98
$γ_{7}$	0.1313	2.48
$γ_{8}$	-0.0440	-0.69
$γ_{9}$	-0.0231	-0.40
$γ_{10}$	0.0153	0.44

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts