Mondelez International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:20.15% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1251 | 18.18 | |
| 0.0210 | 9.17 | |
| 0.8461 | 151.74 | |
| 0.1227 | 13.11 |
Estimation Period:
Jun 13, 2001 to Nov 26, 2025
Jun 13, 2001 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
Other Mondelez International Inc Analyses
Other GJR-GARCH Analyses on Equities