American Express Co MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:36.96% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0077 | 5.30 | |
| 0.8872 | 300.32 | |
| 0.1371 | 38.91 | |
| 0.0107 | 7.93 | |
| 0.0268 | 6.71 | |
| 0.9707 | 220.77 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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