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

V-Lab

Mondelez International Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:18.84% (-0.71%)

Analysis last updated: Friday, June 27, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1207	17.75
$α$	0.0187	8.45
$β$	0.8493	154.11
$γ$	0.1261	13.35

Estimation Period:
Jun 13, 2001 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts