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

V-Lab

Applied Materials Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:58.29% (-2.07%)

Analysis last updated: Wednesday, August 27, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0138	9.10
$β$	0.9034	175.65
$γ$	0.0695	21.21
$λ_{1}$	0.0093	3.36
$λ_{2}$	0.0154	4.17
$λ_{3}$	0.9835	250.25

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts