American Express Co GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
21.34%
decreased by 1.09%
1 Week
21.54%
decreased by 0.89%
1 Month
22.28%
decreased by 0.15%
Analysis last updated: Thursday, May 21, 2026 at 02:38 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9746 | 4.88 | |
| 0.0684 | 55.90 | |
| 0.9946 | 895.27 | |
| 5.5512 | 14.55 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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