V-Lab: Applied Materials Inc EGARCH Volatility Analysis

V-Lab

Applied Materials Inc EGARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:35.02% (-1.27%)

Analysis last updated: Monday, June 30, 2025 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0249	13.35
$α$	0.1051	33.97
$β$	0.9899	1,614.83
$γ$	-0.0307	-11.80

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts