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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 13, 2001 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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