American Express Co GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
25.11%
decreased by 0.55%
1 Week
25.38%
decreased by 0.28%
1 Month
26.43%
increased by 0.77%
Analysis last updated: Tuesday, June 16, 2026 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 17.02 | |
| 0.0170 | 13.25 | |
| 0.9277 | 746.95 | |
| 0.1042 | 26.77 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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