American Express Co APARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
24.62%
decreased by 1.07%
1 Week
24.96%
decreased by 0.73%
1 Month
26.23%
increased by 0.54%
Analysis last updated: Thursday, May 21, 2026 at 02:38 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 31.14 | |
| 0.0676 | 40.19 | |
| 0.9324 | 642.12 | |
| 0.6439 | 23.73 | |
| 1.1804 | 38.47 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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