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

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V-Lab

American Express Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 30th, 2024:24.30% (-0.40%)

Analysis last updated: Friday, December 27, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.9935	4.90
$α$	0.0692	55.95
$β$	0.9948	923.68
$ν$	6	14.09

Estimation Period:
Jan 2, 1990 to Dec 27, 2024