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

V-Lab

Applied Materials Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:47.61% (-1.28%)

Analysis last updated: Tuesday, May 20, 2025 at 02:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0149	9.71
$β$	0.9034	177.70
$γ$	0.0685	20.90
$λ_{1}$	0.0100	3.58
$λ_{2}$	0.0163	4.20
$λ_{3}$	0.9825	238.76

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts