Mondelez International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:19.51% (+3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1255 | 18.19 | |
| 0.0217 | 9.41 | |
| 0.8451 | 150.52 | |
| 0.1221 | 13.02 |
Estimation Period:
Jun 13, 2001 to Jan 2, 2026
Jun 13, 2001 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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