Mondelez International Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
16.80%
decreased by 0.38%
1 Week
17.43%
increased by 0.25%
1 Month
18.96%
increased by 1.78%
Analysis last updated: Friday, May 22, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1277 | 18.39 | |
| 0.0211 | 9.33 | |
| 0.8440 | 151.63 | |
| 0.1249 | 13.38 |
Estimation Period:
Jun 13, 2001 to May 22, 2026
Jun 13, 2001 to May 22, 2026
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