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 Tuesday, July 15th, 2025:35.19% (-0.51%)

Analysis last updated: Monday, July 14, 2025 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0578	10.65
$α$	0.0492	6.86
$β$	0.9129	71.20
$γ_{1}$	-0.0148	-0.62
$γ_{2}$	0.0390	0.95
$γ_{3}$	-0.0947	-3.00
$γ_{4}$	0.1342	5.60
$γ_{5}$	-0.0928	-3.67
$γ_{6}$	0.0639	2.10
$γ_{7}$	-0.0513	-1.89
$γ_{8}$	0.0136	0.74

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts