V-Lab: American Express Co EGARCH Volatility Analysis

V-Lab

American Express Co EGARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:21.43% (-0.77%)

Analysis last updated: Monday, June 30, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0249	9.13
$α$	0.1359	45.52
$β$	0.9862	1,121.95
$γ$	-0.0819	-25.35

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts