Amgen Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.88% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1342 | 6.20 | |
| 0.0859 | 8.25 | |
| 0.8282 | 37.02 | |
| -0.0613 | -1.78 | |
| 0.1454 | 2.93 | |
| -0.2011 | -6.17 | |
| 0.2074 | 6.10 | |
| -0.1411 | -3.68 | |
| 0.0889 | 2.52 | |
| -0.0611 | -1.67 | |
| 0.0371 | 0.87 | |
| 0.0203 | 0.36 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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