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

V-Lab

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V-Lab

American Express Co GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 19th, 2025:21.43% (-0.56%)

Analysis last updated: Tuesday, February 18, 2025 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0331	16.34
$α$	0.0175	13.44
$β$	0.9295	744.21
$γ$	0.1005	25.77

Estimation Period:
Jan 2, 1990 to Feb 14, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts