Mondelez International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:20.47% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1258 | 18.19 | |
| 0.0212 | 9.24 | |
| 0.8453 | 150.78 | |
| 0.1231 | 13.09 |
Estimation Period:
Jun 13, 2001 to Nov 14, 2025
Jun 13, 2001 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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