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

V-Lab

Applied Materials Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:38.70% (-0.70%)

Analysis last updated: Wednesday, June 18, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0253	10.35
$α$	0.0495	6.88
$β$	0.9124	70.92
$γ_{1}$	-0.0199	-0.82
$γ_{2}$	0.0459	1.11
$γ_{3}$	-0.0977	-3.08
$γ_{4}$	0.1358	5.65
$γ_{5}$	-0.0933	-3.67
$γ_{6}$	0.0637	2.10
$γ_{7}$	-0.0499	-1.84
$γ_{8}$	0.0117	0.63

Estimation Period:
Jan 2, 1990 to Jun 18, 2025

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Volatility Forecasts

Volatility Forecasts