MasterCard Inc AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
23.73%
decreased by 0.91%
1 Week
24.20%
decreased by 0.44%
1 Month
25.90%
increased by 1.26%
Analysis last updated: Tuesday, June 16, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 3.59 | |
| 0.0887 | 33.04 | |
| 0.9027 | 309.56 | |
| 0.7141 | 14.93 |
Estimation Period:
May 25, 2006 to Jun 12, 2026
May 25, 2006 to Jun 12, 2026
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