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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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