American Express Co Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
30.12%
increased by 0.64%
1 Week
30.51%
increased by 1.03%
1 Month
31.79%
increased by 2.31%
Analysis last updated: Friday, June 12, 2026 at 11:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2993 | 6.49 | |
| 0.0816 | 10.24 | |
| 0.8926 | 86.40 | |
| 0.0225 | 0.75 | |
| 0.0068 | 0.14 | |
| -0.1150 | -2.77 | |
| 0.1880 | 4.77 | |
| -0.1749 | -3.81 | |
| 0.1140 | 2.00 | |
| -0.0435 | -0.92 | |
| -0.0084 | -0.33 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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