American Express Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:29.40% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 16.68 | |
| 0.0167 | 12.91 | |
| 0.9281 | 745.47 | |
| 0.1049 | 26.73 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other American Express Co Analyses
Other GJR-GARCH Analyses on Equities