American Express Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:25.76% (+3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 16.55 | |
| 0.0170 | 13.07 | |
| 0.9289 | 752.16 | |
| 0.1025 | 26.23 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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