Amgen Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.83% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 18.44 | |
| 0.1495 | 38.77 | |
| 0.9790 | 906.52 | |
| -0.0325 | -7.55 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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