V-Lab: American Express Co AGARCH Volatility Analysis

V-Lab

American Express Co AGARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:23.63% (+0.95%)

Analysis last updated: Friday, July 11, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0147	-3.64
$α$	0.0746	53.75
$β$	0.9176	680.69
$γ$	0.9363	27.53

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts