MasterCard Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.25% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8912 | 3.45 | |
| 0.0970 | 30.92 | |
| 0.9879 | 290.38 | |
| 4.6844 | 10.19 |
Estimation Period:
May 25, 2006 to Feb 13, 2026
May 25, 2006 to Feb 13, 2026
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