American Express Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.16% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3014 | 6.72 | |
| 0.0810 | 10.03 | |
| 0.8917 | 83.55 | |
| 0.0178 | 0.60 | |
| 0.0200 | 0.41 | |
| -0.1329 | -3.29 | |
| 0.2050 | 5.40 | |
| -0.1865 | -4.11 | |
| 0.1144 | 2.07 | |
| -0.0229 | -0.50 | |
| -0.0747 | -1.34 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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