American Express Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:40.69% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3185 | 6.69 | |
| 0.0807 | 10.09 | |
| 0.8929 | 85.40 | |
| 0.0224 | 0.75 | |
| 0.0111 | 0.22 | |
| -0.1243 | -3.00 | |
| 0.1979 | 5.07 | |
| -0.1836 | -3.97 | |
| 0.1183 | 2.11 | |
| -0.0415 | -0.94 | |
| -0.0118 | -0.50 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other American Express Co Analyses
Other Zero Slope Spline-GARCH Analyses on Equities