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 3rd, 2025:42.26% (-0.67%)

Analysis last updated: Friday, October 31, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0143	9.40
$β$	0.9035	176.56
$γ$	0.0679	20.96
$λ_{1}$	0.0093	3.35
$λ_{2}$	0.0154	4.17
$λ_{3}$	0.9835	250.83

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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