V-Lab
Mondelez International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:27.65% (-1.80%)
Analysis last updated: Monday, January 13, 2025 at 10:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1251 | 17.66 | |
| 0.0176 | 7.97 | |
| 0.8440 | 147.48 | |
| 0.1331 | 13.43 |
Estimation Period:
Jun 13, 2001 to Jan 10, 2025
Jun 13, 2001 to Jan 10, 2025
News Impact Curve
Volatility Forecasts
Other Mondelez International Inc Analyses