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

V-Lab

American Express Co MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:21.20% (-0.39%)

Analysis last updated: Wednesday, August 27, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0086	5.82
$β$	0.8877	300.39
$γ$	0.1350	38.04
$λ_{1}$	0.0107	7.99
$λ_{2}$	0.0268	6.66
$λ_{3}$	0.9707	218.77

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts