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, June 30th, 2025:28.51% (+0.41%)

Analysis last updated: Friday, June 27, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2504	7.08
$α$	0.0822	9.79
$β$	0.8844	75.54
$γ_{1}$	-0.0104	-0.21
$γ_{2}$	0.0788	1.03
$γ_{3}$	-0.1120	-2.07
$γ_{4}$	-0.0384	-0.67
$γ_{5}$	0.2736	4.27
$γ_{6}$	-0.3796	-5.86
$γ_{7}$	0.2909	4.31
$γ_{8}$	-0.1264	-1.56
$γ_{9}$	0.0489	0.55
$γ_{10}$	-0.0490	-0.85

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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