American Express Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:32.26% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3004 | 6.70 | |
| 0.0811 | 10.01 | |
| 0.8916 | 83.11 | |
| 0.0179 | 0.59 | |
| 0.0210 | 0.42 | |
| -0.1354 | -3.29 | |
| 0.2086 | 5.42 | |
| -0.1925 | -4.17 | |
| 0.1218 | 2.25 | |
| -0.0368 | -0.89 | |
| -0.0186 | -0.84 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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