Amgen Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.90% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1288 | 6.12 | |
| 0.0865 | 8.27 | |
| 0.8279 | 37.07 | |
| -0.0625 | -1.79 | |
| 0.1470 | 2.94 | |
| -0.2016 | -6.16 | |
| 0.2072 | 6.08 | |
| -0.1405 | -3.66 | |
| 0.0883 | 2.50 | |
| -0.0603 | -1.65 | |
| 0.0355 | 0.83 | |
| 0.0245 | 0.43 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Equities