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

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V-Lab

American Express Co Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:27.25% (-1.11%)

Analysis last updated: Thursday, November 27, 2025 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2891	6.75
$α$	0.0809	9.94
$β$	0.8910	81.79
$γ_{1}$	0.0153	0.52
$γ_{2}$	0.0260	0.53
$γ_{3}$	-0.1403	-3.50
$γ_{4}$	0.2123	5.67
$γ_{5}$	-0.1928	-4.27
$γ_{6}$	0.1173	2.19
$γ_{7}$	-0.0203	-0.47
$γ_{8}$	-0.0778	-1.31

Estimation Period:
Jan 2, 1990 to Nov 26, 2025

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Volatility Forecasts

Volatility Forecasts