V-Lab: Applied Materials Inc AGARCH Volatility Analysis

V-Lab

Applied Materials Inc AGARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:39.17% (-0.87%)

Analysis last updated: Wednesday, June 18, 2025 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0469	12.18
$α$	0.0493	41.50
$β$	0.9445	773.58
$γ$	0.5186	9.69

Estimation Period:
Jan 2, 1990 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts