Amgen Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
29.74%
decreased by 1.09%
1 Week
29.95%
decreased by 0.88%
1 Month
30.69%
decreased by 0.14%
Analysis last updated: Friday, June 12, 2026 at 10:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0880 | 19.61 | |
| 0.0524 | 20.41 | |
| 0.9060 | 388.49 | |
| 0.0475 | 9.45 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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