V-Lab
Mondelez International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:25.70% (+3.04%)
Analysis last updated: Tuesday, February 4, 2025 at 10:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1249 | 17.67 | |
| 0.0177 | 7.98 | |
| 0.8443 | 147.80 | |
| 0.1326 | 13.45 |
Estimation Period:
Jun 13, 2001 to Jan 31, 2025
Jun 13, 2001 to Jan 31, 2025
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