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

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American Express Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:23.50% (-0.63%)

Analysis last updated: Saturday, December 20, 2025 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0078	5.34
$β$	0.8870	298.76
$γ$	0.1372	38.64
$λ_{1}$	0.0108	7.92
$λ_{2}$	0.0270	6.68
$λ_{3}$	0.9705	217.84

Estimation Period:
Jan 2, 1990 to Dec 19, 2025

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