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

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Mondelez International Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:19.28% (-0.69%)

Analysis last updated: Saturday, December 13, 2025 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0126	5.34
$β$	0.7980	76.29
$γ$	0.1434	21.58
$λ_{1}$	0.0245	1.28
$λ_{2}$	0.0232	1.52
$λ_{3}$	0.9619	36.81

Estimation Period:
Jun 13, 2001 to Dec 12, 2025

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