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

V-Lab

Mondelez International Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:24.94% (+1.13%)

Analysis last updated: Wednesday, April 23, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0596	24.96
$α$	0.1981	56.65
$β$	0.7624	168.79
$γ$	0.1143	15.74
$δ$	0.5000	9.33

Estimation Period:
Jun 13, 2001 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts