Probably regulatory region.
May affect transcription or translation of your gene.
You may check the literature first to see if there is any known binding of transcription enhancers/inhibitors/other regulatory proteins and if your mutation changes the binding site. Then you can specifically check how it affects binding of this protein.
If you don't know any, you need to compare transcription level.
The site may affect either transcription rate or stability fo mRNA, for these you would probably need to check the amount of nuclear fraction RNA (unspliced transcript).
You may try to see a differences in the resulting amount of rpotein created, if that's measurable at all.
And of course. Most likely there may be no effect of such mutation at all.