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

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Mondelez International Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:9.94% (-10.66%)

Analysis last updated: Friday, October 10, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	1.2945	26.58
$λ_{2}$	0.2519	25.08
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 13, 2001 to Oct 10, 2025

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Volatility Forecasts