Mondelez International Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
20.68%
decreased by 0.86%
1 Week
20.73%
decreased by 0.81%
1 Month
20.86%
decreased by 0.68%
Analysis last updated: Monday, April 27, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1284 | 18.40 | |
| 0.0220 | 9.59 | |
| 0.8432 | 150.14 | |
| 0.1236 | 13.17 |
Estimation Period:
Jun 13, 2001 to Apr 24, 2026
Jun 13, 2001 to Apr 24, 2026
Other Mondelez International Inc Analyses
Other GJR-GARCH Analyses on Equities