V-Lab: Mondelez International Inc MF2-GARCH Volatility Analysis

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Mondelez International Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 22nd, 2025:21.59% (+2.42%)

Analysis last updated: Tuesday, October 21, 2025 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0123	5.24
$β$	0.7985	76.79
$γ$	0.1449	21.72
$λ_{1}$	0.0243	1.28
$λ_{2}$	0.0230	1.54
$λ_{3}$	0.9624	37.49

Estimation Period:
Jun 13, 2001 to Oct 17, 2025

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Volatility Forecasts

Volatility Forecasts