V-Lab: Mondelez International Inc MEM Volatility Analysis

V-Lab

Mondelez International Inc MEM Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:19.67% (-0.28%)

Analysis last updated: Wednesday, July 2, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0947	11.12
$α$	0.1902	31.72
$β$	0.7569	182.35

Estimation Period:
Jun 13, 2001 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts