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V-Lab

Applied Materials Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

75.35%

decreased by 1.61%

1 Week

74.38%

decreased by 2.58%

1 Month

70.92%

decreased by 6.04%

Analysis last updated: Monday, August 10, 2026 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Applied Materials Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 7, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 31 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9199
8.20***
α

ARCH

Response to squared shocks

0.0498
8.13***
β

GARCH

Volatility persistence

0.9284
108.02***
γi Spline Coefficients
K=3
γ1-0.0166
-5.41***
γ20.0281
6.32***
γ3-0.0153
-6.69***

Persistence:

0.978

Half-life:

31 days