V-Lab
American Express Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:30.91% (-0.75%)
Analysis last updated: Friday, December 20, 2024 at 11:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0332 | 16.38 | |
| 0.0177 | 13.53 | |
| 0.9292 | 741.59 | |
| 0.1010 | 25.75 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
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