American Express Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:25.48% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 16.66 | |
| 0.0166 | 12.85 | |
| 0.9283 | 747.41 | |
| 0.1047 | 26.75 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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