American Express Co GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
22.70%
decreased by 0.62%
1 Week
23.02%
decreased by 0.30%
1 Month
24.22%
increased by 0.90%
Analysis last updated: Friday, May 22, 2026 at 10:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 17.02 | |
| 0.0172 | 13.37 | |
| 0.9276 | 743.86 | |
| 0.1040 | 26.67 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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