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

V-Lab

Applied Materials Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:46.11% (+0.09%)

Analysis last updated: Wednesday, September 17, 2025 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0334	10.63
$α$	0.0490	6.89
$β$	0.9118	69.89
$γ_{1}$	-0.0226	-0.98
$γ_{2}$	0.0520	1.31
$γ_{3}$	-0.1045	-3.39
$γ_{4}$	0.1434	6.11
$γ_{5}$	-0.1022	-4.10
$γ_{6}$	0.0744	2.41
$γ_{7}$	-0.0680	-2.17
$γ_{8}$	0.0574	1.06

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts