MasterCard Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.13% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0506 | 14.19 | |
| 0.0587 | 17.71 | |
| 0.8980 | 325.82 | |
| 0.0814 | 9.82 |
Estimation Period:
May 25, 2006 to Feb 13, 2026
May 25, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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