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

Skip to main content

V-Lab

Applied Materials Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:50.45% (+4.13%)

Analysis last updated: Friday, October 10, 2025 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0145	9.53
$β$	0.9033	175.61
$γ$	0.0677	20.88
$λ_{1}$	0.0093	3.35
$λ_{2}$	0.0155	4.16
$λ_{3}$	0.9833	247.50

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts