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

V-Lab

American Express Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:26.30% (-0.51%)

Analysis last updated: Thursday, July 3, 2025 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2852	6.78
$α$	0.0811	9.92
$β$	0.8901	80.58
$γ_{1}$	0.0151	0.50
$γ_{2}$	0.0286	0.57
$γ_{3}$	-0.1459	-3.59
$γ_{4}$	0.2195	5.83
$γ_{5}$	-0.2020	-4.44
$γ_{6}$	0.1262	2.44
$γ_{7}$	-0.0337	-0.89
$γ_{8}$	-0.0237	-1.11

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts