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

V-Lab

Applied Materials Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:36.11% (-0.71%)

Analysis last updated: Thursday, July 3, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0484	12.52
$α$	0.0274	20.85
$β$	0.9512	782.85
$γ$	0.0343	9.95

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

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Volatility Forecasts

Volatility Forecasts