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

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V-Lab

Mondelez International Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:21.95% (-1.46%)

Analysis last updated: Friday, December 20, 2024 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0097	4.36
$β$	0.7980	77.40
$γ$	0.1544	22.78
$λ_{1}$	0.0239	1.31
$λ_{2}$	0.0221	1.56
$λ_{3}$	0.9633	39.19

Estimation Period:
Jun 13, 2001 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts