Visa Chrome Ltd Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
56.20%
decreased by 6.82%
1 Week
56.02%
decreased by 7.00%
1 Month
55.82%
decreased by 7.20%
Analysis last updated: Saturday, June 13, 2026 at 10:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3379 | 3.13 | |
| 0.2232 | 6.94 | |
| 0.5388 | 8.09 | |
| 0.3905 | 1.71 | |
| -1.0931 | -3.54 | |
| 1.6225 | 8.62 | |
| -1.3786 | -5.98 | |
| 0.5128 | 2.02 | |
| -0.0729 | -0.32 | |
| 0.0274 | 0.14 | |
| -0.0768 | -0.46 | |
| 0.2162 | 1.69 | |
| -0.2473 | -1.57 |
Estimation Period:
Jul 27, 2006 to Jun 12, 2026
Jul 27, 2006 to Jun 12, 2026
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