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

V-Lab

Applied Materials Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:31.69% (-0.18%)

Analysis last updated: Friday, July 25, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0495	12.59
$α$	0.0277	20.90
$β$	0.9504	778.35
$γ$	0.0350	10.07

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts