V-Lab
Applied Materials Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
73.80%
decreased by 2.99%
1 Week
73.63%
decreased by 3.16%
1 Month
72.99%
decreased by 3.80%
Analysis last updated: Friday, August 21, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 21, 2026Model Insight
With persistence 0.996, volatility shocks have a half-life of 169 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 | 9.9070 | 4.97*** |
α ARCH Response to squared shocks | 0.0534 | 42.56*** |
β GARCH Volatility persistence | 0.9959 | 1,158.02*** |
ν DF Student-t tail thickness | 6.6670 | 9.97*** |
Persistence:
0.996
Half-life:
169 days
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