American Express Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:24.71% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3125 | 6.70 | |
| 0.0809 | 10.05 | |
| 0.8923 | 84.37 | |
| 0.0209 | 0.70 | |
| 0.0146 | 0.29 | |
| -0.1286 | -3.12 | |
| 0.2022 | 5.22 | |
| -0.1873 | -4.05 | |
| 0.1201 | 2.17 | |
| -0.0407 | -0.94 | |
| -0.0132 | -0.57 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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