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 2nd, 2025:42.95% (-0.60%)

Analysis last updated: Saturday, May 31, 2025 at 02:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0581	10.65
$α$	0.0490	6.82
$β$	0.9134	71.22
$γ_{1}$	-0.0153	-0.63
$γ_{2}$	0.0402	0.97
$γ_{3}$	-0.0966	-3.04
$γ_{4}$	0.1360	5.65
$γ_{5}$	-0.0939	-3.70
$γ_{6}$	0.0641	2.12
$γ_{7}$	-0.0492	-1.82
$γ_{8}$	0.0104	0.56

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts