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

V-Lab

Mondelez International Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:18.57% (-0.42%)

Analysis last updated: Friday, July 25, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0109	4.79
$β$	0.8050	79.50
$γ$	0.1466	21.98
$λ_{1}$	0.0246	1.32
$λ_{2}$	0.0221	1.55
$λ_{3}$	0.9630	38.69

Estimation Period:
Jun 13, 2001 to Jul 25, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts