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, October 30th, 2025:32.26% (-1.06%)

Analysis last updated: Wednesday, October 29, 2025 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3004	6.70
$α$	0.0811	10.01
$β$	0.8916	83.11
$γ_{1}$	0.0179	0.59
$γ_{2}$	0.0210	0.42
$γ_{3}$	-0.1354	-3.29
$γ_{4}$	0.2086	5.42
$γ_{5}$	-0.1925	-4.17
$γ_{6}$	0.1218	2.25
$γ_{7}$	-0.0368	-0.89
$γ_{8}$	-0.0186	-0.84

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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Volatility Forecasts

Volatility Forecasts