Amgen Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.83% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0882 | 19.61 | |
| 0.0530 | 20.34 | |
| 0.9054 | 386.60 | |
| 0.0480 | 9.46 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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