American Express Co MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
22.65%
decreased by 0.55%
1 Week
23.30%
increased by 0.10%
1 Month
24.82%
increased by 1.62%
Analysis last updated: Friday, May 22, 2026 at 10:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0082 | 5.59 | |
| 0.8862 | 296.98 | |
| 0.1363 | 38.53 | |
| 0.0108 | 7.82 | |
| 0.0270 | 6.68 | |
| 0.9704 | 217.68 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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