V-Lab: American Express Co APARCH Volatility Analysis

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American Express Co APARCH Volatility Analysis

Volatility Prediction for Wednesday, December 17th, 2025:22.64% (-0.29%)

Analysis last updated: Tuesday, December 16, 2025 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0307	31.02
$α$	0.0676	39.79
$β$	0.9324	641.71
$γ$	0.6457	23.59
$δ$	1.1902	38.58

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

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Volatility Forecasts