Mondelez International Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 8th, 2026
1 Day
20.06%
increased by 1.60%
1 Week
20.20%
increased by 1.74%
1 Month
20.54%
increased by 2.08%
Analysis last updated: Tuesday, April 7, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1295 | 18.41 | |
| 0.0225 | 9.72 | |
| 0.8417 | 148.24 | |
| 0.1240 | 13.10 |
Estimation Period:
Jun 13, 2001 to Apr 2, 2026
Jun 13, 2001 to Apr 2, 2026
Other Mondelez International Inc Analyses
Other GJR-GARCH Analyses on Equities