Mondelez International Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
18.75%
decreased by 0.60%
1 Week
19.08%
decreased by 0.27%
1 Month
19.89%
increased by 0.54%
Analysis last updated: Thursday, April 2, 2026 at 09:50 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
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