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V-Lab

Mondelez International Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

21.79%

decreased by 1.48%

1 Week

21.72%

decreased by 1.55%

1 Month

21.51%

decreased by 1.76%

Analysis last updated: Monday, August 24, 2026 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mondelez International Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 13, 2001 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days. Returns follow a Student-t distribution with v = 4.46 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.7388
7.25***
α

ARCH

Response to squared shocks

0.0812
17.84***
β

GARCH

Volatility persistence

0.9573
156.94***
ν

DF

Student-t tail thickness

4.4587
6.46***

Persistence:

0.957

Half-life:

16 days