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

V-Lab

Applied Materials Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:42.97% (-0.14%)

Analysis last updated: Saturday, May 31, 2025 at 02:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0148	9.62
$β$	0.9033	178.26
$γ$	0.0689	21.00
$λ_{1}$	0.0099	3.57
$λ_{2}$	0.0161	4.22
$λ_{3}$	0.9826	241.61

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts