Amgen Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
32.63%
decreased by 1.83%
1 Week
32.27%
decreased by 2.19%
1 Month
31.38%
decreased by 3.08%
Analysis last updated: Friday, June 12, 2026 at 10:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2085 | 6.71 | |
| 0.0855 | 8.35 | |
| 0.8300 | 37.93 | |
| -0.0375 | -1.14 | |
| 0.1060 | 2.22 | |
| -0.1731 | -5.36 | |
| 0.1875 | 5.46 | |
| -0.1293 | -3.30 | |
| 0.0836 | 2.31 | |
| -0.0647 | -1.84 | |
| 0.0592 | 1.56 | |
| -0.0496 | -1.75 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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