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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0852	17.73***
α ARCH Response to squared shocks	0.0901	23.03***
β GARCH Volatility persistence	0.8686	160.65***
γ leverage Additional response to negative shocks	0.5187	18.36***
δ power Transformation power	1.0841	23.25***

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Mondelez International Inc APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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