V-Lab: Applied Materials Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Applied Materials Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:44.42% (-0.96%)

Analysis last updated: Tuesday, February 4, 2025 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0461	12.42
$α$	0.0277	21.05
$β$	0.9522	786.97
$γ$	0.0321	9.49

Estimation Period:
Jan 2, 1990 to Jan 31, 2025

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Volatility Forecasts