Mondelez International Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.70%
decreased by 0.82%
1 Week
17.99%
decreased by 0.53%
1 Month
18.82%
increased by 0.30%
Analysis last updated: Friday, May 22, 2026 at 09:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7200 | 7.34 | |
| 0.0810 | 17.75 | |
| 0.9559 | 154.01 | |
| 4.4241 | 6.42 |
Estimation Period:
Jun 13, 2001 to May 22, 2026
Jun 13, 2001 to May 22, 2026
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