Mondelez International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:22.03% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1248 | 18.13 | |
| 0.0208 | 9.12 | |
| 0.8463 | 151.82 | |
| 0.1233 | 13.13 |
Estimation Period:
Jun 13, 2001 to Oct 10, 2025
Jun 13, 2001 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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