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

V-Lab

Applied Materials Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:46.20% (-0.81%)

Analysis last updated: Tuesday, September 16, 2025 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0462	12.62
$α$	0.0261	20.12
$β$	0.9536	796.70
$γ$	0.0322	9.96

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts