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

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American Express Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:28.75% (-0.96%)

Analysis last updated: Friday, November 28, 2025 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3051	6.70
$α$	0.0809	10.03
$β$	0.8919	83.67
$γ_{1}$	0.0199	0.66
$γ_{2}$	0.0169	0.34
$γ_{3}$	-0.1316	-3.20
$γ_{4}$	0.2053	5.33
$γ_{5}$	-0.1901	-4.13
$γ_{6}$	0.1211	2.21
$γ_{7}$	-0.0386	-0.91
$γ_{8}$	-0.0164	-0.73

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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Volatility Forecasts

Volatility Forecasts