MasterCard Inc MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.68%
decreased by 1.20%
1 Week
24.05%
decreased by 0.83%
1 Month
25.11%
increased by 0.23%
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 | |
|---|---|---|
| 66 | ||
| 0.0259 | 12.01 | |
| 0.8225 | 138.61 | |
| 0.1641 | 21.59 | |
| 0.0137 | 3.01 | |
| 0.0323 | 5.00 | |
| 0.9637 | 124.01 |
Estimation Period:
May 25, 2006 to Jun 12, 2026
May 25, 2006 to Jun 12, 2026
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