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

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Applied Materials Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:45.07% (+3.45%)

Analysis last updated: Friday, December 12, 2025 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0141	9.34
$β$	0.9035	176.81
$γ$	0.0680	21.00
$λ_{1}$	0.0093	3.34
$λ_{2}$	0.0154	4.18
$λ_{3}$	0.9835	250.56

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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