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V-Lab

Applied Materials Inc MEM Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

68.20%

decreased by 0.17%

1 Week

68.04%

decreased by 0.33%

1 Month

67.43%

decreased by 0.94%

Analysis last updated: Friday, August 14, 2026 at 09:31 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Applied Materials Inc MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 14, 2026

Model Insight

With persistence 0.994, volatility shocks have a half-life of 108 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0751
5.66***
α

ARCH

Response to squared shocks

0.1381
48.59***
β

GARCH

Volatility persistence

0.8555
420.38***

Persistence:

0.994

Half-life:

108 days