V-Lab
Applied Materials Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
65.08%
decreased by 2.01%
1 Week
64.42%
decreased by 2.67%
1 Month
62.10%
decreased by 4.99%
Analysis last updated: Friday, August 21, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 21, 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 | 0.9191 | 8.25*** |
α ARCH Response to squared shocks | 0.0499 | 8.12*** |
β GARCH Volatility persistence | 0.9280 | 107.24*** |
Spline Coefficients
K=3
| γ1 | -0.0165 | -5.43*** |
| γ2 | 0.0280 | 6.35*** |
| γ3 | -0.0152 | -6.73*** |
Persistence:
0.978
Half-life:
31 days
Other Applied Materials Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities