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

V-Lab

Applied Materials Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:44.82% (-1.08%)

Analysis last updated: Thursday, May 8, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0149	9.70
$β$	0.9028	176.84
$γ$	0.0691	20.99
$λ_{1}$	0.0100	3.57
$λ_{2}$	0.0162	4.22
$λ_{3}$	0.9825	240.64

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts