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Param	Value	t-stat
ωconst	2.1236	16.19***
αARCH	0.0545	8.46***
βGARCH	0.9265	126.17***

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1236	16.19***
α ARCH Response to squared shocks	0.0545	8.46***
β GARCH Volatility persistence	0.9265	126.17***

V-Lab

MasterCard Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other MasterCard Inc Analyses