MasterCard Inc GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
24.87%
decreased by 0.77%
1 Week
25.16%
decreased by 0.48%
1 Month
26.25%
increased by 0.61%
Analysis last updated: Saturday, June 13, 2026 at 12:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 12.79 | |
| 0.0866 | 33.55 | |
| 0.9085 | 323.88 |
Estimation Period:
May 25, 2006 to Jun 12, 2026
May 25, 2006 to Jun 12, 2026
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