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

V-Lab

American Express Co Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:21.81% (-0.65%)

Analysis last updated: Wednesday, July 2, 2025 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0489	28.64
$α$	0.1326	48.04
$β$	0.8126	353.30
$γ$	0.0959	15.86

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts