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

V-Lab

American Express Co MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:24.11% (-0.39%)

Analysis last updated: Wednesday, July 2, 2025 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0086	5.75
$β$	0.8874	299.68
$γ$	0.1357	38.06
$λ_{1}$	0.0107	7.99
$λ_{2}$	0.0269	6.68
$λ_{3}$	0.9707	219.31

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts