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, October 7th, 2024:16.83% (-0.57%)

Analysis last updated: Friday, October 4, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6853	7.45
$α$	0.0853	17.56
$β$	0.9528	144.96
$ν$	4	6.45

Estimation Period:
Jun 13, 2001 to Oct 4, 2024