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 Monday, June 2nd, 2025:18.69% (-1.41%)

Analysis last updated: Saturday, May 31, 2025 at 02:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7042	7.28
$α$	0.0825	17.62
$β$	0.9552	150.10
$ν$	4.4214	6.42

Estimation Period:
Jun 13, 2001 to May 30, 2025