V-Lab: American Express Co APARCH Volatility Analysis

V-Lab

American Express Co APARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:21.79% (-0.76%)

Analysis last updated: Monday, September 15, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0304	30.82
$α$	0.0673	39.77
$β$	0.9327	643.69
$γ$	0.6391	23.17
$δ$	1.1933	38.17

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts