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V-Lab

Applied Materials Inc AGARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

83.42%

decreased by 2.24%

1 Week

83.14%

decreased by 2.52%

1 Month

82.07%

decreased by 3.59%

Analysis last updated: Friday, August 7, 2026 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Applied Materials Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 7, 2026

Model Insight

With persistence 0.995, volatility shocks have a half-life of 128 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: negative returns raise volatility more

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0463
12.85***
α

ARCH

Response to squared shocks

0.0479
41.29***
β

GARCH

Volatility persistence

0.9467
800.26***
γ

leverage

Additional response to negative shocks

0.4773
9.12***

Persistence:

0.995

Half-life:

128 days