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

V-Lab

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V-Lab

Applied Materials Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:37.95% (+0.15%)

Analysis last updated: Friday, April 19, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0112	9.78
$α$	0.0494	6.72
$β$	0.9080	63.74
$γ_{1}$	-0.0341	-0.67
$γ_{2}$	0.0505	0.63
$γ_{3}$	-0.0038	-0.08
$γ_{4}$	-0.1253	-3.18
$γ_{5}$	0.2476	6.29
$γ_{6}$	-0.2164	-5.03
$γ_{7}$	0.1319	2.52
$γ_{8}$	-0.0444	-0.71
$γ_{9}$	-0.0230	-0.40
$γ_{10}$	0.0150	0.44

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

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