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

V-Lab

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V-Lab

Applied Materials Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:50.50% (+1.02%)

Analysis last updated: Tuesday, March 11, 2025 at 02:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0460	12.51
$α$	0.0277	21.16
$β$	0.9524	791.04
$γ$	0.0315	9.39

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

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Volatility Forecasts

Volatility Forecasts