V-Lab: Mondelez International Inc APARCH Volatility Analysis

V-Lab

Mondelez International Inc APARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:18.91% (+0.69%)

Analysis last updated: Thursday, July 3, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0842	17.38
$α$	0.0883	21.82
$β$	0.8702	158.73
$γ$	0.5520	18.47
$δ$	1.1105	23.28

Estimation Period:
Jun 13, 2001 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts