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

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American Express Co MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:20.23% (-0.29%)

Analysis last updated: Tuesday, November 11, 2025 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0078	5.37
$β$	0.8874	300.71
$γ$	0.1370	38.60
$λ_{1}$	0.0108	7.97
$λ_{2}$	0.0269	6.69
$λ_{3}$	0.9706	219.15

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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