V-Lab: Mondelez International Inc AGARCH Volatility Analysis

V-Lab

| |

V-Lab

Mondelez International Inc AGARCH Volatility Analysis

Volatility Prediction for Monday, March 24th, 2025:21.02% (-1.46%)

Analysis last updated: Friday, March 21, 2025 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1136	16.75
$α$	0.0968	26.71
$β$	0.8178	139.53
$γ$	0.6136	16.58

Estimation Period:
Jun 13, 2001 to Mar 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts