Applied Materials Inc Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
75.14%
decreased by 2.35%
1 Week
74.41%
decreased by 3.08%
1 Month
71.88%
decreased by 5.61%
Analysis last updated: Monday, July 20, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 17, 2026Model 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 28 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9397 | 8.67*** |
α ARCH Response to squared shocks | 0.0501 | 7.98*** |
β GARCH Volatility persistence | 0.9253 | 100.75*** |
Spline Coefficients
K=3
| γ1 | -0.0148 | -4.98*** |
| γ2 | 0.0238 | 5.18*** |
| γ3 | -0.0067 | -1.20 |
Persistence:
0.975
Half-life:
28 days
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