Amgen Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.17% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2160 | 6.71 | |
| 0.0866 | 8.38 | |
| 0.8294 | 38.25 | |
| -0.0391 | -1.17 | |
| 0.1100 | 2.26 | |
| -0.1769 | -5.39 | |
| 0.1877 | 5.44 | |
| -0.1265 | -3.24 | |
| 0.0812 | 2.27 | |
| -0.0643 | -1.80 | |
| 0.0600 | 1.55 | |
| -0.0502 | -1.72 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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