Mondelez International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:28.27% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1279 | 18.32 | |
| 0.0224 | 9.71 | |
| 0.8435 | 149.45 | |
| 0.1227 | 13.08 |
Estimation Period:
Jun 13, 2001 to Mar 13, 2026
Jun 13, 2001 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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