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 Thursday, April 24th, 2025:26.00% (+0.12%)

Analysis last updated: Wednesday, April 23, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7107	7.25
$α$	0.0830	17.73
$β$	0.9555	150.05
$ν$	4.4281	6.44

Estimation Period:
Jun 13, 2001 to Apr 17, 2025