V-Lab: Applied Materials Inc MF2-GARCH Volatility Analysis

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Applied Materials Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:50.35% (-1.33%)

Analysis last updated: Friday, November 21, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0143	9.42
$β$	0.9034	176.18
$γ$	0.0678	20.94
$λ_{1}$	0.0093	3.34
$λ_{2}$	0.0154	4.17
$λ_{3}$	0.9834	249.34

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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