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

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Applied Materials Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:48.98% (-0.15%)

Analysis last updated: Wednesday, November 26, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0508	10.76
$α$	0.0490	6.82
$β$	0.9111	68.62
$γ_{1}$	-0.0131	-0.58
$γ_{2}$	0.0345	0.90
$γ_{3}$	-0.0890	-2.98
$γ_{4}$	0.1296	5.61
$γ_{5}$	-0.0889	-3.61
$γ_{6}$	0.0588	1.93
$γ_{7}$	-0.0451	-1.62
$γ_{8}$	0.0081	0.42

Estimation Period:
Jan 2, 1990 to Nov 26, 2025

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Volatility Forecasts