Visa Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.90%
decreased by 0.64%
1 Week
22.24%
decreased by 0.30%
1 Month
23.42%
increased by 0.88%
Analysis last updated: Tuesday, June 9, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0666 | 15.20 | |
| 0.0096 | 5.44 | |
| 0.8976 | 298.11 | |
| 0.1478 | 15.29 |
Estimation Period:
Mar 19, 2008 to Jun 5, 2026
Mar 19, 2008 to Jun 5, 2026
Other GJR-GARCH Analyses on Equities