American Express Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:37.90% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3212 | 6.67 | |
| 0.0812 | 10.13 | |
| 0.8925 | 85.22 | |
| 0.0229 | 0.76 | |
| 0.0099 | 0.20 | |
| -0.1229 | -2.96 | |
| 0.1963 | 5.01 | |
| -0.1817 | -3.91 | |
| 0.1161 | 2.06 | |
| -0.0384 | -0.86 | |
| -0.0150 | -0.63 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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