V-Lab
Amgen Inc GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:20.77% (-0.43%)
Analysis last updated: Thursday, April 18, 2024 at 09:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0722 | 20.64 | |
| 0.0761 | 38.76 | |
| 0.9088 | 407.35 |
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Jan 2, 1990 to Apr 12, 2024