MasterCard Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.94% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8662 | 3.44 | |
| 0.0971 | 30.85 | |
| 0.9878 | 287.98 | |
| 4.6720 | 10.21 |
Estimation Period:
May 25, 2006 to Feb 6, 2026
May 25, 2006 to Feb 6, 2026
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