Amgen Inc EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
25.53%
decreased by 0.86%
1 Week
25.96%
decreased by 0.43%
1 Month
27.55%
increased by 1.16%
Analysis last updated: Tuesday, June 9, 2026 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0367 | 18.41 | |
| 0.1488 | 38.73 | |
| 0.9791 | 909.14 | |
| -0.0320 | -7.47 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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