V-Lab
American Express Co EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:20.39% (+0.20%)
Analysis last updated: Tuesday, April 23, 2024 at 09:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 8.90 | |
| 0.1366 | 45.05 | |
| 0.9864 | 1120.93 | |
| -0.0809 | -24.63 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
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