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V-Lab

Mondelez International Inc MEM Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

25.09%

decreased by 1.41%

1 Week

24.75%

decreased by 1.75%

1 Month

23.76%

decreased by 2.74%

Analysis last updated: Friday, August 7, 2026 at 09:56 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Mondelez International Inc MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 13, 2001 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 13 trading days, meaning a shock loses half its impact after approximately 13 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0926
11.38***
α

ARCH

Response to squared shocks

0.1856
32.23***
β

GARCH

Volatility persistence

0.7635
189.30***

Persistence:

0.949

Half-life:

13 days