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

V-Lab

Mondelez International Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:22.00% (-0.84%)

Analysis last updated: Wednesday, August 27, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0121	5.14
$β$	0.7981	76.98
$γ$	0.1464	21.85
$λ_{1}$	0.0242	1.29
$λ_{2}$	0.0232	1.55
$λ_{3}$	0.9623	37.70

Estimation Period:
Jun 13, 2001 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts