American Express Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.28% (+3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 16.70 | |
| 0.0166 | 12.87 | |
| 0.9283 | 748.02 | |
| 0.1044 | 26.74 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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