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

V-Lab

Applied Materials Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:38.08% (-0.46%)

Analysis last updated: Friday, June 27, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0147	9.57
$β$	0.9033	180.00
$γ$	0.0693	21.14
$λ_{1}$	0.0098	3.60
$λ_{2}$	0.0159	4.26
$λ_{3}$	0.9829	247.70

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts