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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0330	27.24***
α ARCH Response to squared shocks	0.1973	77.06***
β GARCH Volatility persistence	0.7957	303.82***
γ leverage Additional response to negative shocks	0.1318	23.87***
δ power Transformation power	0.6559	17.40***

V-Lab

American Express Co Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other American Express Co Analyses