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

V-Lab

American Express Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:27.50% (+1.49%)

Analysis last updated: Friday, July 11, 2025 at 10:39 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	300.41
$γ$	0.1358	38.11
$λ_{1}$	0.0107	8.03
$λ_{2}$	0.0267	6.70
$λ_{3}$	0.9708	221.14

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts