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	param	t-stat
$ω$	1.2990	6.50
$α$	0.0817	10.23
$β$	0.8925	86.18
$γ_{1}$	0.0221	0.74
$γ_{2}$	0.0079	0.16
$γ_{3}$	-0.1163	-2.81
$γ_{4}$	0.1892	4.81
$γ_{5}$	-0.1758	-3.83
$γ_{6}$	0.1144	2.01
$γ_{7}$	-0.0431	-0.92
$γ_{8}$	-0.0089	-0.35

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American Express Co Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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