V-Lab
American Express Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 7th, 2024:22.89% (+0.26%)
Analysis last updated: Friday, October 4, 2024 at 10:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 16.48 | |
| 0.0183 | 13.72 | |
| 0.9281 | 729.08 | |
| 0.1019 | 25.59 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024
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