MasterCard Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.92% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0507 | 14.19 | |
| 0.0587 | 17.66 | |
| 0.8978 | 325.41 | |
| 0.0817 | 9.83 |
Estimation Period:
May 25, 2006 to Feb 6, 2026
May 25, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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