V-Lab: Mondelez International Inc GJR-GARCH Volatility Analysis

V-Lab

Mondelez International Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:18.94% (-0.65%)

Analysis last updated: Monday, July 14, 2025 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1204	17.74
$α$	0.0186	8.41
$β$	0.8496	154.51
$γ$	0.1260	13.36

Estimation Period:
Jun 13, 2001 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts