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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Applied Materials Inc APARCH

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

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

ParameterValuet-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