Mondelez International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:18.12% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1289 | 18.32 | |
| 0.0216 | 9.38 | |
| 0.8417 | 147.75 | |
| 0.1264 | 13.21 |
Estimation Period:
Jun 13, 2001 to Jan 23, 2026
Jun 13, 2001 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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