V-Lab
Applied Materials Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
81.55%
increased by 0.65%
1 Week
81.34%
increased by 0.44%
1 Month
80.53%
decreased by 0.37%
Analysis last updated: Friday, July 24, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 24, 2026Model Insight
With persistence 0.996, volatility shocks have a half-life of 170 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 6.67 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 9.9362 | 4.99*** |
α ARCH Response to squared shocks | 0.0534 | 42.82*** |
β GARCH Volatility persistence | 0.9959 | 1,170.30*** |
ν DF Student-t tail thickness | 6.6654 | 10.02*** |
Persistence:
0.996
Half-life:
170 days
Other Applied Materials Inc Analyses
Other GAS-GARCH Student T Analyses on Equities