V-Lab
V-Lab
American Express Co GARCH Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:23.76% (-0.83%)
Analysis last updated: Friday, September 19, 2025 at 10:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of American Express Co GARCH
paramt-stat
ω0.038519.14
α0.077043.60
β0.9168541.54
Estimation Period:
Jan 2, 1990 to Sep 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts