V-Lab: Applied Materials Inc GAS-GARCH Student T Volatility Analysis

V-Lab

Applied Materials Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 8th, 2025:33.70% (-1.29%)

Analysis last updated: Monday, July 7, 2025 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.3295	4.90
$α$	0.0534	40.33
$β$	0.9957	1,059.21
$ν$	6.7448	9.31

Estimation Period:
Jan 2, 1990 to Jul 3, 2025