Amgen Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.19% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1342 | 6.18 | |
| 0.0859 | 8.27 | |
| 0.8289 | 37.33 | |
| -0.0615 | -1.78 | |
| 0.1458 | 2.93 | |
| -0.2013 | -6.16 | |
| 0.2073 | 6.09 | |
| -0.1407 | -3.67 | |
| 0.0886 | 2.51 | |
| -0.0607 | -1.66 | |
| 0.0364 | 0.85 | |
| 0.0223 | 0.40 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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