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 Tuesday, October 28th, 2025:32.50% (-1.10%)

Analysis last updated: Monday, October 27, 2025 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2849	6.75
$α$	0.0810	9.91
$β$	0.8906	80.97
$γ_{1}$	0.0142	0.48
$γ_{2}$	0.0287	0.58
$γ_{3}$	-0.1435	-3.58
$γ_{4}$	0.2155	5.77
$γ_{5}$	-0.1957	-4.35
$γ_{6}$	0.1188	2.24
$γ_{7}$	-0.0199	-0.47
$γ_{8}$	-0.0768	-1.27

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts