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 Thursday, May 2nd, 2024:37.55% (+0.18%)

Analysis last updated: Wednesday, May 1, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0198	9.79
$α$	0.0496	6.76
$β$	0.9084	64.51
$γ_{1}$	-0.0313	-0.61
$γ_{2}$	0.0462	0.58
$γ_{3}$	-0.0015	-0.03
$γ_{4}$	-0.1267	-3.20
$γ_{5}$	0.2482	6.28
$γ_{6}$	-0.2161	-4.99
$γ_{7}$	0.1313	2.48
$γ_{8}$	-0.0439	-0.70
$γ_{9}$	-0.0235	-0.41
$γ_{10}$	0.0159	0.46

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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