V-Lab: American Express Co Asy. Power MEM Volatility Analysis

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V-Lab

American Express Co Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.59% (-1.91%)

Analysis last updated: Friday, April 26, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0319	26.23
$α$	0.1966	74.82
$β$	0.7978	299.14
$γ$	0.1364	23.63
$δ$	0.6834	17.49

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts