Mondelez International Inc EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
18.20%
increased by 0.03%
1 Week
18.59%
increased by 0.42%
1 Month
19.73%
increased by 1.56%
Analysis last updated: Friday, June 5, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 10.11 | |
| 0.1535 | 24.51 | |
| 0.9428 | 283.56 | |
| -0.0841 | -14.99 |
Estimation Period:
Jun 13, 2001 to Jun 5, 2026
Jun 13, 2001 to Jun 5, 2026
Other Mondelez International Inc Analyses
Other EGARCH Analyses on Equities