Mondelez International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.67% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1287 | 18.31 | |
| 0.0214 | 9.34 | |
| 0.8420 | 148.09 | |
| 0.1263 | 13.23 |
Estimation Period:
Jun 13, 2001 to Feb 13, 2026
Jun 13, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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