V-Lab: Applied Materials Inc APARCH Volatility Analysis

V-Lab

Applied Materials Inc APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:44.44% (-1.97%)

Analysis last updated: Tuesday, May 20, 2025 at 02:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0349	18.32
$α$	0.0559	34.39
$β$	0.9441	596.39
$γ$	0.3277	14.72
$δ$	0.9332	22.93

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts