V-Lab: Applied Materials Inc AGARCH Volatility Analysis

V-Lab

Applied Materials Inc AGARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:36.06% (-0.85%)

Analysis last updated: Tuesday, July 1, 2025 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0469	12.16
$α$	0.0494	41.55
$β$	0.9445	774.82
$γ$	0.5206	9.73

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts