Mondelez International Inc GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
18.82%
decreased by 0.26%
1 Week
19.16%
increased by 0.08%
1 Month
19.94%
increased by 0.86%
Analysis last updated: Thursday, May 21, 2026 at 02:27 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1448 | 17.77 | |
| 0.0983 | 22.02 | |
| 0.8183 | 111.60 |
Estimation Period:
Jun 13, 2001 to May 15, 2026
Jun 13, 2001 to May 15, 2026
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