V-Lab: Mondelez International Inc GJR-GARCH Volatility Analysis

V-Lab

Mondelez International Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:17.30% (-0.49%)

Analysis last updated: Saturday, May 31, 2025 at 02:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1203	17.74
$α$	0.0188	8.48
$β$	0.8496	154.24
$γ$	0.1259	13.32

Estimation Period:
Jun 13, 2001 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts