V-Lab: Mondelez International Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Mondelez International Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:19.64% (-0.73%)

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
$ω$	1.1032	8.23
$α$	0.0955	5.25
$β$	0.7556	15.99
$γ_{1}$	-0.2213	-2.29
$γ_{2}$	0.4808	3.24
$γ_{3}$	-0.4976	-5.69
$γ_{4}$	0.3936	5.74
$γ_{5}$	-0.1891	-2.27
$γ_{6}$	-0.0111	-0.12
$γ_{7}$	0.0866	0.95
$γ_{8}$	-0.0422	-0.56
$γ_{9}$	-0.0100	-0.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts