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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0354	17.06***
α ARCH Response to squared shocks	0.0170	13.30***
β GARCH Volatility persistence	0.9279	748.91***
γ leverage Additional response to negative shocks	0.1037	26.74***

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American Express Co GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other American Express Co Analyses