American Express Co Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
23.97%
decreased by 0.60%
1 Week
24.77%
increased by 0.20%
1 Month
27.30%
increased by 2.73%
Analysis last updated: Thursday, May 21, 2026 at 02:38 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3295 | 6.68 | |
| 0.0812 | 10.17 | |
| 0.8928 | 86.18 | |
| 0.0251 | 0.84 | |
| 0.0048 | 0.10 | |
| -0.1167 | -2.81 | |
| 0.1903 | 4.84 | |
| -0.1774 | -3.85 | |
| 0.1153 | 2.03 | |
| -0.0428 | -0.92 | |
| -0.0097 | -0.39 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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