American Express Co Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
23.11%
decreased by 0.31%
1 Week
23.99%
increased by 0.57%
1 Month
26.75%
increased by 3.33%
Analysis last updated: Friday, May 22, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3019 | 6.53 | |
| 0.0814 | 10.19 | |
| 0.8926 | 86.03 | |
| 0.0231 | 0.77 | |
| 0.0067 | 0.14 | |
| -0.1164 | -2.81 | |
| 0.1899 | 4.84 | |
| -0.1770 | -3.85 | |
| 0.1155 | 2.03 | |
| -0.0440 | -0.94 | |
| -0.0082 | -0.33 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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