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 Monday, June 30th, 2025:38.81% (-0.79%)

Analysis last updated: Friday, June 27, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0665	10.75
$α$	0.0495	6.86
$β$	0.9121	70.45
$γ_{1}$	-0.0140	-0.58
$γ_{2}$	0.0382	0.94
$γ_{3}$	-0.0951	-3.03
$γ_{4}$	0.1347	5.65
$γ_{5}$	-0.0931	-3.69
$γ_{6}$	0.0637	2.11
$γ_{7}$	-0.0502	-1.86
$γ_{8}$	0.0122	0.66

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts