V-Lab
American Express Co EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:27.12% (-0.82%)
Analysis last updated: Monday, January 13, 2025 at 10:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 9.17 | |
| 0.1357 | 45.12 | |
| 0.9863 | 1136.29 | |
| -0.0800 | -24.73 |
Estimation Period:
Jan 2, 1990 to Jan 10, 2025
Jan 2, 1990 to Jan 10, 2025
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