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, July 28th, 2025:27.50% (-0.40%)

Analysis last updated: Friday, July 25, 2025 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2882	6.77
$α$	0.0810	9.93
$β$	0.8906	81.22
$γ_{1}$	0.0158	0.52
$γ_{2}$	0.0268	0.53
$γ_{3}$	-0.1437	-3.53
$γ_{4}$	0.2173	5.75
$γ_{5}$	-0.2000	-4.38
$γ_{6}$	0.1253	2.40
$γ_{7}$	-0.0343	-0.89
$γ_{8}$	-0.0227	-1.06

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts