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

V-Lab

American Express Co GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:24.87% (-0.45%)

Analysis last updated: Friday, June 27, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0342	16.54
$α$	0.0172	13.13
$β$	0.9282	744.98
$γ$	0.1037	26.28

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts