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

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American Express Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 19th, 2025:26.91% (-0.86%)

Analysis last updated: Thursday, December 18, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3085	6.71
$α$	0.0808	10.03
$β$	0.8922	83.99
$γ_{1}$	0.0203	0.67
$γ_{2}$	0.0162	0.32
$γ_{3}$	-0.1307	-3.17
$γ_{4}$	0.2041	5.29
$γ_{5}$	-0.1887	-4.09
$γ_{6}$	0.1201	2.19
$γ_{7}$	-0.0385	-0.91
$γ_{8}$	-0.0160	-0.71

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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Volatility Forecasts