American Express Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:30.62% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2986 | 6.72 | |
| 0.0811 | 10.02 | |
| 0.8913 | 82.93 | |
| 0.0171 | 0.58 | |
| 0.0217 | 0.44 | |
| -0.1350 | -3.34 | |
| 0.2070 | 5.47 | |
| -0.1883 | -4.15 | |
| 0.1153 | 2.11 | |
| -0.0227 | -0.50 | |
| -0.0734 | -1.30 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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