V-Lab: American Express Co GJR-GARCH Volatility Analysis

V-Lab

American Express Co GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:32.21% (-0.97%)

Analysis last updated: Saturday, May 31, 2025 at 03:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0337	16.38
$α$	0.0170	13.04
$β$	0.9289	746.09
$γ$	0.1030	26.29

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts