Mondelez International Inc EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
23.05%
decreased by 0.99%
1 Week
22.95%
decreased by 1.09%
1 Month
22.66%
decreased by 1.38%
Analysis last updated: Tuesday, June 16, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 10.13 | |
| 0.1537 | 24.53 | |
| 0.9428 | 283.37 | |
| -0.0840 | -14.99 |
Estimation Period:
Jun 13, 2001 to Jun 12, 2026
Jun 13, 2001 to Jun 12, 2026
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