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, May 9th, 2025:47.84% (-1.37%)

Analysis last updated: Thursday, May 8, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0578	10.61
$α$	0.0490	6.85
$β$	0.9136	71.47
$γ_{1}$	-0.0157	-0.64
$γ_{2}$	0.0411	0.98
$γ_{3}$	-0.0974	-3.03
$γ_{4}$	0.1365	5.63
$γ_{5}$	-0.0941	-3.69
$γ_{6}$	0.0639	2.12
$γ_{7}$	-0.0483	-1.78
$γ_{8}$	0.0093	0.49

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts