V-Lab: Mondelez International Inc AGARCH Volatility Analysis

V-Lab

Mondelez International Inc AGARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:20.16% (+1.01%)

Analysis last updated: Friday, June 20, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1129	16.66
$α$	0.0969	27.00
$β$	0.8176	140.73
$γ$	0.6239	16.95

Estimation Period:
Jun 13, 2001 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts