American Express Co EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:25.27% (+0.06%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0247 | 9.14 | |
0.1346 | 45.41 | |
0.9863 | 1,133.69 | |
-0.0812 | -25.37 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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