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 Tuesday, December 16th, 2025:43.04% (-0.91%)

Analysis last updated: Monday, December 15, 2025 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0734	10.94
$α$	0.0489	6.83
$β$	0.9119	69.51
$γ_{1}$	-0.0109	-0.49
$γ_{2}$	0.0316	0.83
$γ_{3}$	-0.0878	-2.97
$γ_{4}$	0.1287	5.61
$γ_{5}$	-0.0885	-3.62
$γ_{6}$	0.0591	1.95
$γ_{7}$	-0.0460	-1.66
$γ_{8}$	0.0092	0.48

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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Volatility Forecasts

Volatility Forecasts