MasterCard Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.75% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 15.75 | |
| 0.2050 | 40.53 | |
| 0.9802 | 688.81 | |
| -0.0649 | -11.65 |
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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