V-Lab: American Express Co Zero Slope Spline-GARCH Volatility Analysis

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American Express Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 20th, 2025:31.45% (-0.74%)

Analysis last updated: Thursday, November 20, 2025 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2907	6.64
$α$	0.0812	10.04
$β$	0.8916	83.33
$γ_{1}$	0.0178	0.59
$γ_{2}$	0.0202	0.40
$γ_{3}$	-0.1336	-3.25
$γ_{4}$	0.2067	5.38
$γ_{5}$	-0.1909	-4.15
$γ_{6}$	0.1217	2.23
$γ_{7}$	-0.0389	-0.93
$γ_{8}$	-0.0160	-0.72

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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Volatility Forecasts