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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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