V-Lab: Mondelez International Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Mondelez International Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.35% (-1.59%)

Analysis last updated: Friday, April 26, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7189	7.91
$α$	0.0872	19.74
$β$	0.9527	155.13
$ν$	4	7.30

Estimation Period:
Jun 13, 2001 to Apr 26, 2024