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

V-Lab

| |

V-Lab

Applied Materials Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, October 7th, 2024:45.22% (-0.92%)

Analysis last updated: Friday, October 4, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0495	12.58
$α$	0.0284	21.01
$β$	0.9499	767.26
$γ$	0.0348	9.87

Estimation Period:
Jan 2, 1990 to Oct 4, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts