Amgen Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.16% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0878 | 19.55 | |
| 0.0526 | 20.38 | |
| 0.9058 | 388.10 | |
| 0.0480 | 9.50 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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