American Express Co Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:45.78% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3074 | 6.66 | |
| 0.0820 | 10.10 | |
| 0.8912 | 83.68 | |
| 0.0181 | 0.61 | |
| 0.0191 | 0.39 | |
| -0.1317 | -3.23 | |
| 0.2041 | 5.32 | |
| -0.1865 | -4.08 | |
| 0.1161 | 2.08 | |
| -0.0293 | -0.63 | |
| -0.0498 | -0.86 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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