Amgen Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.07% (+2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2170 | 6.77 | |
| 0.0861 | 8.33 | |
| 0.8298 | 38.26 | |
| -0.0406 | -1.23 | |
| 0.1129 | 2.34 | |
| -0.1796 | -5.53 | |
| 0.1901 | 5.56 | |
| -0.1283 | -3.31 | |
| 0.0826 | 2.32 | |
| -0.0650 | -1.82 | |
| 0.0605 | 1.56 | |
| -0.0508 | -1.75 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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