V-Lab: Applied Materials Inc EGARCH Volatility Analysis

V-Lab

Applied Materials Inc EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:59.96% (-0.37%)

Analysis last updated: Wednesday, April 23, 2025 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0248	13.38
$α$	0.1053	33.89
$β$	0.9900	1,620.23
$γ$	-0.0305	-11.73

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts