V-Lab: American Express Co MF2-GARCH Volatility Analysis

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American Express Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:28.04% (+3.87%)

Analysis last updated: Friday, October 10, 2025 at 11:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0084	5.70
$β$	0.8882	302.21
$γ$	0.1346	38.12
$λ_{1}$	0.0107	7.98
$λ_{2}$	0.0268	6.64
$λ_{3}$	0.9706	218.02

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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