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 Tuesday, April 21st, 2026
1 Day
-0.00%
decreased by 7.88%
1 Week
4.63%
decreased by 3.25%
1 Month
8.48%
increased by 0.60%
Analysis last updated: Monday, April 20, 2026 at 09:29 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 | |
| 1.2752 | 12,751,610.00 | |
| 0.2666 | 2,665,770.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jun 13, 2001 to Apr 17, 2026
Jun 13, 2001 to Apr 17, 2026
Other Mondelez International Inc Analyses
Other MF2-GARCH Analyses on Equities