V-Lab: American Express Co APARCH Volatility Analysis

V-Lab

| |

V-Lab

American Express Co APARCH Volatility Analysis

Volatility Prediction for Wednesday, March 19th, 2025:38.84% (-1.15%)

Analysis last updated: Tuesday, March 18, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0306	30.88
$α$	0.0677	39.45
$β$	0.9323	635.05
$γ$	0.6285	22.84
$δ$	1.1913	37.30

Estimation Period:
Jan 2, 1990 to Mar 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts