Mondelez International Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
17.40%
increased by 0.37%
1 Week
17.72%
increased by 0.69%
1 Month
18.63%
increased by 1.60%
Analysis last updated: Friday, May 15, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7205 | 7.35 | |
| 0.0812 | 17.76 | |
| 0.9558 | 153.71 | |
| 4.4220 | 6.43 |
Estimation Period:
Jun 13, 2001 to May 15, 2026
Jun 13, 2001 to May 15, 2026
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