American Express Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.20% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3172 | 6.70 | |
| 0.0808 | 10.08 | |
| 0.8927 | 85.03 | |
| 0.0224 | 0.74 | |
| 0.0115 | 0.23 | |
| -0.1255 | -3.04 | |
| 0.1993 | 5.13 | |
| -0.1846 | -4.00 | |
| 0.1186 | 2.13 | |
| -0.0412 | -0.94 | |
| -0.0121 | -0.52 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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