MasterCard Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.05% (+3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0507 | 14.19 | |
| 0.0587 | 17.66 | |
| 0.8978 | 325.41 | |
| 0.0817 | 9.83 |
Estimation Period:
May 25, 2006 to Feb 6, 2026
May 25, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MasterCard Inc Analyses
Other GJR-GARCH Analyses on Equities