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

V-Lab

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V-Lab

Mondelez International Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:20.83% (-1.67%)

Analysis last updated: Friday, December 20, 2024 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6836	7.48
$α$	0.0847	17.50
$β$	0.9527	145.21
$ν$	4	6.41

Estimation Period:
Jun 13, 2001 to Dec 20, 2024