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

V-Lab

Mondelez International Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:19.77% (-0.20%)

Analysis last updated: Tuesday, July 1, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0115	5.01
$β$	0.8042	79.08
$γ$	0.1463	21.88
$λ_{1}$	0.0246	1.32
$λ_{2}$	0.0221	1.55
$λ_{3}$	0.9630	38.76

Estimation Period:
Jun 13, 2001 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts