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

Skip to main content

V-Lab

American Express Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:29.67% (+0.86%)

Analysis last updated: Friday, October 17, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0086	5.81
$β$	0.8871	298.88
$γ$	0.1364	38.21
$λ_{1}$	0.0107	8.02
$λ_{2}$	0.0267	6.69
$λ_{3}$	0.9708	220.64

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts