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 Thursday, April 2nd, 2026
1 Day
10.26%
increased by 3.16%
1 Week
12.09%
increased by 4.99%
1 Month
19.61%
increased by 12.51%
Analysis last updated: Wednesday, April 1, 2026 at 09:23 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 | |
| 1.2770 | 12,769,530.00 | |
| 0.2657 | 2,656,910.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jun 13, 2001 to Mar 27, 2026
Jun 13, 2001 to Mar 27, 2026
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