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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3459	6.71***
α ARCH Response to squared shocks	0.0812	10.23***
β GARCH Volatility persistence	0.8933	87.23***

γ₁	0.0268	0.91
γ₂	0.0008	0.02
γ₃	-0.1117	-2.69***
γ₄	0.1855	4.69***
γ₅	-0.1739	-3.80***
γ₆	0.1149	2.00**
γ₇	-0.0459	-0.96
γ₈	-0.0064	-0.25

V-Lab

American Express Co Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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