American Express Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:29.19% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3137 | 6.70 | |
| 0.0808 | 10.06 | |
| 0.8925 | 84.63 | |
| 0.0214 | 0.71 | |
| 0.0136 | 0.27 | |
| -0.1275 | -3.09 | |
| 0.2010 | 5.18 | |
| -0.1861 | -4.03 | |
| 0.1193 | 2.15 | |
| -0.0401 | -0.92 | |
| -0.0138 | -0.60 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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