MasterCard Inc EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.21%
decreased by 1.24%
1 Week
27.69%
decreased by 0.76%
1 Month
29.49%
increased by 1.04%
Analysis last updated: Saturday, June 13, 2026 at 12:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 15.68 | |
| 0.1995 | 40.05 | |
| 0.9807 | 705.03 | |
| -0.0626 | -11.44 |
Estimation Period:
May 25, 2006 to Jun 12, 2026
May 25, 2006 to Jun 12, 2026
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