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

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V-Lab

American Express Co MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:23.41% (-0.52%)

Analysis last updated: Tuesday, February 4, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0092	6.09
$β$	0.8858	286.02
$γ$	0.1349	37.12
$λ_{1}$	0.0114	7.63
$λ_{2}$	0.0289	6.39
$λ_{3}$	0.9684	195.05

Estimation Period:
Jan 2, 1990 to Jan 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts