V-Lab: American Express Co GAS-GARCH Student T Volatility Analysis

V-Lab

American Express Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:27.33% (+0.89%)

Analysis last updated: Friday, July 11, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0670	4.93
$α$	0.0696	56.19
$β$	0.9947	922.76
$ν$	5.6245	14.55

Estimation Period:
Jan 2, 1990 to Jul 11, 2025