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

V-Lab

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V-Lab

American Express Co GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:41.74% (+6.65%)

Analysis last updated: Tuesday, March 11, 2025 at 02:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0331	16.35
$α$	0.0174	13.39
$β$	0.9295	746.01
$γ$	0.1007	25.84

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts