V-Lab
V-Lab
American Express Co GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 25th, 2025:33.32% (+0.91%)
Analysis last updated: Monday, March 24, 2025 at 09:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of American Express Co GARCH
paramt-stat
ω0.036818.48
α0.075043.05
β0.9190544.75
Estimation Period:
Jan 2, 1990 to Mar 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts