American Express Co Asy. MEM Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.56%
decreased by 1.02%
1 Week
26.83%
decreased by 0.75%
1 Month
27.84%
increased by 0.26%
Analysis last updated: Friday, June 12, 2026 at 11:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0485 | 28.97 | |
| 0.1314 | 48.15 | |
| 0.8152 | 364.58 | |
| 0.0928 | 15.67 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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