Mondelez International Inc AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.03%
decreased by 0.50%
1 Week
20.20%
decreased by 0.33%
1 Month
20.61%
increased by 0.08%
Analysis last updated: Friday, June 12, 2026 at 11:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1196 | 17.56 | |
| 0.0961 | 27.40 | |
| 0.8170 | 141.50 | |
| 0.5959 | 15.97 |
Estimation Period:
Jun 13, 2001 to Jun 12, 2026
Jun 13, 2001 to Jun 12, 2026
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