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

V-Lab

American Express Co Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:25.25% (+0.40%)

Analysis last updated: Friday, July 11, 2025 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1798	6.83
$α$	0.0820	9.69
$β$	0.8840	75.29
$γ_{1}$	-0.0349	-0.74
$γ_{2}$	0.1149	1.54
$γ_{3}$	-0.1274	-2.38
$γ_{4}$	-0.0373	-0.66
$γ_{5}$	0.2833	4.54
$γ_{6}$	-0.3962	-6.33
$γ_{7}$	0.3119	4.74
$γ_{8}$	-0.1522	-1.88
$γ_{9}$	0.0927	0.96
$γ_{10}$	-0.1640	-1.32

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts