Mondelez International Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.92%
decreased by 0.35%
1 Week
19.23%
decreased by 0.04%
1 Month
19.98%
increased by 0.71%
Analysis last updated: Friday, June 12, 2026 at 11:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1277 | 18.40 | |
| 0.0212 | 9.38 | |
| 0.8442 | 151.72 | |
| 0.1243 | 13.34 |
Estimation Period:
Jun 13, 2001 to Jun 12, 2026
Jun 13, 2001 to Jun 12, 2026
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