American Express Co Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
26.96%
decreased by 0.48%
1 Week
27.58%
increased by 0.14%
1 Month
29.56%
increased by 2.12%
Analysis last updated: Wednesday, April 22, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3102 | 6.68 | |
| 0.0811 | 10.12 | |
| 0.8920 | 84.70 | |
| 0.0232 | 0.78 | |
| 0.0085 | 0.17 | |
| -0.1203 | -2.93 | |
| 0.1938 | 5.00 | |
| -0.1808 | -3.97 | |
| 0.1180 | 2.11 | |
| -0.0436 | -0.96 | |
| -0.0100 | -0.41 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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