V-Lab: Applied Materials Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Applied Materials Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:43.30% (-1.13%)

Analysis last updated: Tuesday, February 4, 2025 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0092	10.20
$α$	0.0488	6.95
$β$	0.9137	72.07
$γ_{1}$	-0.0258	-1.02
$γ_{2}$	0.0569	1.32
$γ_{3}$	-0.1078	-3.28
$γ_{4}$	0.1438	5.87
$γ_{5}$	-0.0987	-3.85
$γ_{6}$	0.0677	2.27
$γ_{7}$	-0.0511	-1.88
$γ_{8}$	0.0108	0.55

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

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Volatility Forecasts

Volatility Forecasts