V-Lab: Mondelez International Inc GAS-GARCH Student T Volatility Analysis

V-Lab

Mondelez International Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:18.63% (-1.40%)

Analysis last updated: Thursday, May 8, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7101	7.21
$α$	0.0826	17.70
$β$	0.9557	149.75
$ν$	4.4212	6.43

Estimation Period:
Jun 13, 2001 to May 2, 2025