Mondelez International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.37% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1284 | 18.31 | |
| 0.0225 | 9.73 | |
| 0.8430 | 148.56 | |
| 0.1228 | 13.01 |
Estimation Period:
Jun 13, 2001 to Feb 20, 2026
Jun 13, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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