MasterCard Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.70%
decreased by 1.29%
1 Week
25.95%
decreased by 1.04%
1 Month
26.87%
decreased by 0.12%
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 | |
|---|---|---|
| 4.7630 | 3.46 | |
| 0.0948 | 30.34 | |
| 0.9876 | 285.61 | |
| 4.6656 | 9.98 |
Estimation Period:
May 25, 2006 to Jun 12, 2026
May 25, 2006 to Jun 12, 2026
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