V-Lab
V-Lab
Applied Materials Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 12th, 2025:33.57% (-0.65%)
Analysis last updated: Monday, August 11, 2025 at 09:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Applied Materials Inc GJR-GARCH
paramt-stat
ω0.049112.57
α0.027520.89
β0.9507782.47
γ0.034710.02
Estimation Period:
Jan 2, 1990 to Aug 8, 2025
Impact of return on volatility tomorrow
Volatility Forecasts