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

V-Lab

American Express Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:26.68% (-0.67%)

Analysis last updated: Wednesday, August 27, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2934	6.75
$α$	0.0809	9.95
$β$	0.8911	82.04
$γ_{1}$	0.0169	0.56
$γ_{2}$	0.0242	0.48
$γ_{3}$	-0.1405	-3.44
$γ_{4}$	0.2140	5.63
$γ_{5}$	-0.1972	-4.30
$γ_{6}$	0.1241	2.34
$γ_{7}$	-0.0357	-0.90
$γ_{8}$	-0.0206	-0.95

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts