Mondelez International Inc MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 20th, 2026
1 Day
4.77%
decreased by 8.79%
1 Week
8.86%
decreased by 4.70%
1 Month
23.22%
increased by 9.66%
Analysis last updated: Friday, April 17, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.2752 | 12,751,610.00 | |
| 0.2666 | 2,665,770.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jun 13, 2001 to Apr 17, 2026
Jun 13, 2001 to Apr 17, 2026
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