Mastercard Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
24.79%
decreased by 4.22%
1 Week
25.44%
decreased by 3.57%
1 Month
25.67%
decreased by 3.34%
Analysis last updated: Tuesday, June 9, 2026 at 01:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6188 | 4.94 | |
| 0.2779 | 1.87 | |
| 0.2452 | 1.83 | |
| -0.2779 | -1.83 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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