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

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V-Lab

Applied Materials Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 4th, 2025:46.18% (-0.32%)

Analysis last updated: Monday, November 3, 2025 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0366	10.67
$α$	0.0488	6.87
$β$	0.9121	69.98
$γ_{1}$	-0.0211	-0.93
$γ_{2}$	0.0491	1.26
$γ_{3}$	-0.1016	-3.35
$γ_{4}$	0.1410	6.05
$γ_{5}$	-0.1004	-4.05
$γ_{6}$	0.0729	2.35
$γ_{7}$	-0.0676	-2.19
$γ_{8}$	0.0584	1.17

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts