V-Lab
Applied Materials Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
70.89%
decreased by 0.14%
1 Week
70.04%
decreased by 0.99%
1 Month
67.01%
decreased by 4.02%
Analysis last updated: Friday, July 24, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 24, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 31 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9197 | 8.24*** |
α ARCH Response to squared shocks | 0.0498 | 8.10*** |
β GARCH Volatility persistence | 0.9281 | 106.93*** |
Spline Coefficients
K=3
| γ1 | -0.0166 | -5.44*** |
| γ2 | 0.0281 | 6.35*** |
| γ3 | -0.0152 | -6.71*** |
Persistence:
0.978
Half-life:
31 days
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