Amgen Inc Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
28.92%
decreased by 0.88%
1 Week
29.75%
decreased by 0.05%
1 Month
31.61%
increased by 1.81%
Analysis last updated: Tuesday, June 9, 2026 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1393 | 6.32 | |
| 0.0858 | 8.23 | |
| 0.8267 | 36.00 | |
| -0.0587 | -1.75 | |
| 0.1408 | 2.91 | |
| -0.1982 | -6.18 | |
| 0.2077 | 6.14 | |
| -0.1440 | -3.75 | |
| 0.0923 | 2.59 | |
| -0.0653 | -1.81 | |
| 0.0472 | 1.09 | |
| -0.0107 | -0.19 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other Spline-GARCH Analyses on Equities