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 Monday, June 2nd, 2025:30.89% (-1.09%)

Analysis last updated: Saturday, May 31, 2025 at 03:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2490	7.11
$α$	0.0823	9.74
$β$	0.8839	74.92
$γ_{1}$	-0.0109	-0.22
$γ_{2}$	0.0790	1.04
$γ_{3}$	-0.1091	-2.01
$γ_{4}$	-0.0464	-0.81
$γ_{5}$	0.2853	4.47
$γ_{6}$	-0.3924	-6.06
$γ_{7}$	0.3022	4.44
$γ_{8}$	-0.1362	-1.66
$γ_{9}$	0.0592	0.66
$γ_{10}$	-0.0568	-0.99

Estimation Period:
Jan 2, 1990 to May 30, 2025

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