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

V-Lab

American Express Co GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:24.99% (+1.39%)

Analysis last updated: Tuesday, July 8, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0344	16.60
$α$	0.0173	13.16
$β$	0.9279	742.33
$γ$	0.1041	26.30

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts