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

V-Lab

Applied Materials Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:56.42% (-1.26%)

Analysis last updated: Wednesday, August 27, 2025 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0467	12.49
$α$	0.0260	19.93
$β$	0.9532	793.69
$γ$	0.0334	10.06

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

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Volatility Forecasts

Volatility Forecasts