V-Lab
V-Lab
American Express Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:25.99% (-0.50%)
Analysis last updated: Tuesday, July 29, 2025 at 09:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of American Express Co GJR-GARCH
paramt-stat
ω0.034216.54
α0.017213.15
β0.9283746.81
γ0.103526.25
Estimation Period:
Jan 2, 1990 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts