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 Thursday, August 28th, 2025:50.57% (-1.51%)

Analysis last updated: Wednesday, August 27, 2025 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0515	10.72
$α$	0.0486	6.79
$β$	0.9125	69.78
$γ_{1}$	-0.0147	-0.63
$γ_{2}$	0.0382	0.96
$γ_{3}$	-0.0933	-3.04
$γ_{4}$	0.1327	5.67
$γ_{5}$	-0.0912	-3.68
$γ_{6}$	0.0610	2.03
$γ_{7}$	-0.0456	-1.65
$γ_{8}$	0.0072	0.36

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts