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

V-Lab

Applied Materials Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:47.31% (-0.56%)

Analysis last updated: Saturday, May 31, 2025 at 02:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0471	12.38
$α$	0.0272	20.84
$β$	0.9519	786.71
$γ$	0.0336	9.82

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts