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 Monday, December 23rd, 2024:38.88% (-0.54%)

Analysis last updated: Friday, December 20, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0508	10.48
$α$	0.0482	6.93
$β$	0.9156	74.13
$γ_{1}$	-0.0187	-0.73
$γ_{2}$	0.0468	1.07
$γ_{3}$	-0.1030	-3.10
$γ_{4}$	0.1406	5.67
$γ_{5}$	-0.0968	-3.73
$γ_{6}$	0.0669	2.23
$γ_{7}$	-0.0514	-1.87
$γ_{8}$	0.0118	0.59

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

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Volatility Forecasts

Volatility Forecasts