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

V-Lab

Mondelez International Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:21.58% (-0.23%)

Analysis last updated: Friday, July 11, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0602	25.30
$α$	0.1977	56.90
$β$	0.7622	169.64
$γ$	0.1169	16.13
$δ$	0.5000	9.39

Estimation Period:
Jun 13, 2001 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts