V-Lab: Mondelez International Inc Asy. MEM Volatility Analysis

V-Lab

Mondelez International Inc Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:18.49% (-1.11%)

Analysis last updated: Tuesday, May 20, 2025 at 02:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0941	30.44
$α$	0.1542	30.86
$β$	0.7624	194.63
$γ$	0.0629	7.06

Estimation Period:
Jun 13, 2001 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts