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

V-Lab

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V-Lab

Mondelez International Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:17.13% (-0.29%)

Analysis last updated: Tuesday, May 7, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0388	7.18
$β$	0.7477	64.23
$γ$	0.1543	19.43
$λ_{1}$	0.0253	1.49
$λ_{2}$	0.0235	1.82
$λ_{3}$	0.9613	42.75

Estimation Period:
Jun 13, 2001 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts