V-Lab: Mondelez International Inc EGARCH Volatility Analysis

V-Lab

Mondelez International Inc EGARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:18.88% (+0.17%)

Analysis last updated: Tuesday, July 1, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0364	9.35
$α$	0.1514	23.66
$β$	0.9445	285.26
$γ$	-0.0873	-15.21

Estimation Period:
Jun 13, 2001 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts