American Express Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:54.71% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 16.62 | |
| 0.0162 | 12.64 | |
| 0.9285 | 753.65 | |
| 0.1051 | 27.05 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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