V-Lab
Applied Materials Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 11th, 2026
1 Day
75.35%
decreased by 1.61%
1 Week
74.38%
decreased by 2.58%
1 Month
70.92%
decreased by 6.04%
Analysis last updated: Monday, August 10, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 31 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9199 | 8.20*** |
α ARCH Response to squared shocks | 0.0498 | 8.13*** |
β GARCH Volatility persistence | 0.9284 | 108.02*** |
Spline Coefficients
K=3
| γ1 | -0.0166 | -5.41*** |
| γ2 | 0.0281 | 6.32*** |
| γ3 | -0.0153 | -6.69*** |
Persistence:
0.978
Half-life:
31 days
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