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 30th, 2025:19.03% (-1.46%)

Analysis last updated: Friday, June 27, 2025 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7026	7.30
$α$	0.0825	17.60
$β$	0.9550	149.78
$ν$	4.4210	6.40

Estimation Period:
Jun 13, 2001 to Jun 27, 2025