American Express Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:22.13% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 16.64 | |
| 0.0167 | 12.92 | |
| 0.9282 | 746.15 | |
| 0.1046 | 26.62 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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