American Express Co MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
24.08%
decreased by 0.66%
1 Week
24.52%
decreased by 0.22%
1 Month
26.08%
increased by 1.34%
Analysis last updated: Tuesday, June 16, 2026 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0081 | 5.55 | |
| 0.8859 | 295.88 | |
| 0.1367 | 38.56 | |
| 0.0108 | 7.79 | |
| 0.0271 | 6.69 | |
| 0.9704 | 217.68 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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