V-Lab
Applied Materials Inc APARCH Volatility Analysis
Volatility prediction for Tuesday, August 11th, 2026
1 Day
78.49%
decreased by 0.13%
1 Week
77.89%
decreased by 0.73%
1 Month
75.67%
decreased by 2.95%
Analysis last updated: Monday, August 10, 2026 at 09:19 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
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 76% more than equivalent positive returns. The volatility power δ = 0.98 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
σ
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0373 | 18.77*** |
α ARCH Response to squared shocks | 0.0571 | 35.45*** |
β GARCH Volatility persistence | 0.9429 | 601.33*** |
γ leverage Additional response to negative shocks | 0.2821 | 13.53*** |
δ power Transformation power | 0.9752 | 24.75*** |
Persistence:
0.988
Half-life:
59 days
Other Applied Materials Inc Analyses
Other APARCH Analyses on Equities