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

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Applied Materials Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:48.99% (-1.42%)

Analysis last updated: Thursday, October 16, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0442	10.61
$α$	0.0494	6.89
$β$	0.9115	69.70
$γ_{1}$	-0.0155	-0.67
$γ_{2}$	0.0387	0.98
$γ_{3}$	-0.0922	-3.02
$γ_{4}$	0.1316	5.62
$γ_{5}$	-0.0901	-3.62
$γ_{6}$	0.0594	1.95
$γ_{7}$	-0.0447	-1.60
$γ_{8}$	0.0073	0.37

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts