American Express Co GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
34.01%
decreased by 0.22%
1 Week
34.17%
decreased by 0.06%
1 Month
34.77%
increased by 0.54%
Analysis last updated: Friday, April 24, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 16.79 | |
| 0.0167 | 13.04 | |
| 0.9284 | 751.74 | |
| 0.1038 | 26.83 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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