V-Lab: American Express Co GJR-GARCH Volatility Analysis

V-Lab

American Express Co GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:21.63% (+0.52%)

Analysis last updated: Friday, September 12, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0341	16.59
$α$	0.0172	13.16
$β$	0.9285	748.21
$γ$	0.1029	26.21

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts