Amgen Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.21% (+2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 18.49 | |
| 0.1501 | 38.72 | |
| 0.9790 | 903.94 | |
| -0.0324 | -7.52 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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