American Express Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:29.67% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0086 | 5.81 | |
| 0.8871 | 298.88 | |
| 0.1364 | 38.21 | |
| 0.0107 | 8.02 | |
| 0.0267 | 6.69 | |
| 0.9708 | 220.64 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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