Amgen Inc Asy. Power 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
13.09%
decreased by 0.30%
1 Week
13.23%
decreased by 0.16%
1 Month
13.78%
increased by 0.39%
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 | |
|---|---|---|
| 0.0053 | 0.74 | |
| 0.0346 | 0.05 | |
| 0.9654 | 22.32 | |
| -1.0000 | -0.03 | |
| 1.2804 | 2.76 |
Estimation Period:
Dec 23, 2025 to Jun 5, 2026
Dec 23, 2025 to Jun 5, 2026
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