Mondelez International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:26.16% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1251 | 18.17 | |
| 0.0208 | 9.11 | |
| 0.8460 | 151.99 | |
| 0.1239 | 13.19 |
Estimation Period:
Jun 13, 2001 to Oct 31, 2025
Jun 13, 2001 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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