V-Lab: Applied Materials Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Applied Materials Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:46.07% (+0.72%)

Analysis last updated: Tuesday, March 11, 2025 at 02:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0423	10.57
$α$	0.0494	6.97
$β$	0.9122	70.75
$γ_{1}$	-0.0216	-0.88
$γ_{2}$	0.0512	1.22
$γ_{3}$	-0.1054	-3.30
$γ_{4}$	0.1427	5.95
$γ_{5}$	-0.0989	-3.92
$γ_{6}$	0.0686	2.31
$γ_{7}$	-0.0525	-1.96
$γ_{8}$	0.0120	0.63

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

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Volatility Forecasts

Volatility Forecasts