Amgen Inc Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
15.03%
decreased by 0.46%
1 Week
15.12%
decreased by 0.37%
1 Month
15.50%
increased by 0.01%
Analysis last updated: Tuesday, June 9, 2026 at 01:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 1.22 | |
| 0.1289 | 2.19 | |
| 0.9356 | 22.29 | |
| -0.1289 | -1.57 |
Estimation Period:
Dec 23, 2025 to Jun 5, 2026
Dec 23, 2025 to Jun 5, 2026
Other Asy. MEM Analyses on Depositary Receipts