MasterCard Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
27.63%
decreased by 0.16%
1 Week
27.98%
increased by 0.19%
1 Month
29.30%
increased by 1.51%
Analysis last updated: Tuesday, June 9, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0487 | 14.10 | |
| 0.0573 | 17.84 | |
| 0.9018 | 335.88 | |
| 0.0751 | 9.40 |
Estimation Period:
May 25, 2006 to Jun 5, 2026
May 25, 2006 to Jun 5, 2026
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