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

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Applied Materials Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 6th, 2025:44.75% (+2.01%)

Analysis last updated: Wednesday, November 5, 2025 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0723	10.95
$α$	0.0488	6.80
$β$	0.9118	69.20
$γ_{1}$	-0.0113	-0.50
$γ_{2}$	0.0327	0.85
$γ_{3}$	-0.0892	-2.99
$γ_{4}$	0.1299	5.64
$γ_{5}$	-0.0894	-3.65
$γ_{6}$	0.0599	1.98
$γ_{7}$	-0.0463	-1.67
$γ_{8}$	0.0090	0.46

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts