American Express Co GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
32.76%
decreased by 1.11%
1 Week
32.93%
decreased by 0.94%
1 Month
33.59%
decreased by 0.28%
Analysis last updated: Thursday, April 2, 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 | |
|---|---|---|
| 0.0352 | 16.89 | |
| 0.0169 | 13.15 | |
| 0.9278 | 744.62 | |
| 0.1044 | 26.80 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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