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

V-Lab

American Express Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:27.97% (-0.98%)

Analysis last updated: Friday, July 25, 2025 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0086	5.77
$β$	0.8876	300.78
$γ$	0.1354	38.11
$λ_{1}$	0.0107	8.02
$λ_{2}$	0.0268	6.69
$λ_{3}$	0.9708	220.53

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts