V-Lab: American Express Co GAS-GARCH Student T Volatility Analysis

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V-Lab

American Express Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:19.42% (-1.00%)

Analysis last updated: Monday, April 15, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0533	4.99
$α$	0.0702	56.68
$β$	0.9949	964.06
$ν$	6	14.13

Estimation Period:
Jan 2, 1990 to Apr 12, 2024