American Express Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:46.75% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 16.65 | |
| 0.0163 | 12.71 | |
| 0.9286 | 753.74 | |
| 0.1046 | 27.02 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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