MasterCard Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.31% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4081 | 4.22 | |
| 0.1278 | 7.93 | |
| 0.7802 | 29.45 | |
| -0.1320 | -1.53 | |
| 0.1792 | 1.35 | |
| -0.0628 | -0.75 | |
| 0.1301 | 2.16 | |
| -0.2864 | -5.31 | |
| 0.3686 | 4.72 |
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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