Mondelez International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:17.60% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1251 | 18.17 | |
| 0.0213 | 9.27 | |
| 0.8461 | 151.27 | |
| 0.1219 | 13.04 |
Estimation Period:
Jun 13, 2001 to Dec 12, 2025
Jun 13, 2001 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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