American Express Co GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
19.81%
decreased by 0.46%
1 Week
20.04%
decreased by 0.23%
1 Month
20.90%
increased by 0.63%
Analysis last updated: Friday, May 22, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9564 | 4.87 | |
| 0.0686 | 55.74 | |
| 0.9946 | 884.88 | |
| 5.5485 | 14.51 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
Other American Express Co Analyses
Other GAS-GARCH Student T Analyses on Equities