MasterCard Inc Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.88%
decreased by 0.98%
1 Week
29.11%
increased by 0.25%
1 Month
31.70%
increased by 2.84%
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 | |
|---|---|---|
| 1.4110 | 4.36 | |
| 0.1265 | 7.88 | |
| 0.7784 | 28.86 | |
| -0.1254 | -1.57 | |
| 0.1695 | 1.38 | |
| -0.0531 | -0.66 | |
| 0.1136 | 1.95 | |
| -0.2770 | -5.34 | |
| 0.4133 | 5.67 |
Estimation Period:
May 25, 2006 to Jun 12, 2026
May 25, 2006 to Jun 12, 2026
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