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

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American Express Co MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 2nd, 2025:28.10% (+0.31%)

Analysis last updated: Monday, December 1, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0079	5.37
$β$	0.8871	299.20
$γ$	0.1371	38.62
$λ_{1}$	0.0108	7.93
$λ_{2}$	0.0270	6.68
$λ_{3}$	0.9705	218.09

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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Volatility Forecasts