V-Lab: American Express Co APARCH Volatility Analysis

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V-Lab

American Express Co APARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:29.19% (+1.22%)

Analysis last updated: Friday, October 17, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0309	30.94
$α$	0.0680	39.65
$β$	0.9320	634.44
$γ$	0.6394	23.38
$δ$	1.1919	38.30

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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