American Express Co GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
25.91%
decreased by 0.49%
1 Week
26.17%
decreased by 0.23%
1 Month
27.16%
increased by 0.76%
Analysis last updated: Tuesday, June 9, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 17.01 | |
| 0.0170 | 13.25 | |
| 0.9277 | 746.94 | |
| 0.1042 | 26.77 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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