V-Lab
American Express Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:25.73% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0632 | 4.93 | |
| 0.0696 | 56.24 | |
| 0.9947 | 920.20 | |
| 5.6154 | 14.59 |
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Jan 2, 1990 to Jun 27, 2025
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