V-Lab: Applied Materials Inc GARCH Volatility Analysis

V-Lab

Applied Materials Inc GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:70.81% (+0.44%)

Analysis last updated: Wednesday, April 16, 2025 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0441	15.04
$α$	0.0441	32.76
$β$	0.9515	715.39

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts