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 8th, 2025:24.90% (-0.73%)

Analysis last updated: Saturday, December 6, 2025 at 12:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0079	5.39
$β$	0.8870	298.45
$γ$	0.1371	38.59
$λ_{1}$	0.0108	7.92
$λ_{2}$	0.0270	6.68
$λ_{3}$	0.9705	217.84

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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