MasterCard Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.60% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4448 | 4.18 | |
| 0.1281 | 7.90 | |
| 0.7865 | 30.88 | |
| -0.1255 | -1.42 | |
| 0.1675 | 1.23 | |
| -0.0483 | -0.56 | |
| 0.0995 | 1.64 | |
| -0.2144 | -4.20 | |
| 0.1756 | 4.52 |
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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