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, June 2nd, 2025:28.79% (-1.46%)

Analysis last updated: Saturday, May 31, 2025 at 03:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0917	4.92
$α$	0.0697	56.81
$β$	0.9948	926.23
$ν$	5.6240	14.60

Estimation Period:
Jan 2, 1990 to May 30, 2025