Mondelez International Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.54%
decreased by 1.25%
1 Week
22.40%
decreased by 1.39%
1 Month
21.97%
decreased by 1.82%
Analysis last updated: Friday, June 12, 2026 at 11:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7225 | 7.34 | |
| 0.0809 | 17.73 | |
| 0.9560 | 154.52 | |
| 4.4336 | 6.39 |
Estimation Period:
Jun 13, 2001 to Jun 12, 2026
Jun 13, 2001 to Jun 12, 2026
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