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

V-Lab

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V-Lab

Applied Materials Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 24th, 2025:41.76% (-0.57%)

Analysis last updated: Friday, March 21, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9422	8.19
$α$	0.0488	7.93
$β$	0.9295	108.75
$γ_{1}$	-0.0160	-4.73
$γ_{2}$	0.0253	4.83
$γ_{3}$	-0.0084	-1.41

Estimation Period:
Jan 2, 1990 to Mar 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts