V-Lab
Applied Materials Inc Asy. MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
75.33%
decreased by 4.13%
1 Week
75.08%
decreased by 4.38%
1 Month
74.12%
decreased by 5.34%
Analysis last updated: Friday, August 7, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model Insight
With persistence 0.993, volatility shocks have a half-life of 103 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Leverage: Negative returns increase volatility 37% more than positive returns
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0761 | 20.80*** |
α ARCH Response to squared shocks | 0.1124 | 37.19*** |
β GARCH Volatility persistence | 0.8599 | 445.77*** |
γ leverage Additional response to negative shocks | 0.0420 | 7.77*** |
Persistence:
0.993
Half-life:
103 days
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