V-Lab
V-Lab
American Express Co GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:24.43% (-0.63%)
Analysis last updated: Thursday, July 3, 2025 at 10:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of American Express Co GARCH
paramt-stat
ω0.038819.20
α0.077743.67
β0.9161537.65
Estimation Period:
Jan 2, 1990 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts