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 Monday, June 30th, 2025:19.02% (-1.00%)

Analysis last updated: Friday, June 27, 2025 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0972	8.12
$α$	0.0990	5.35
$β$	0.7491	15.75
$γ_{1}$	-0.2303	-2.34
$γ_{2}$	0.4932	3.28
$γ_{3}$	-0.4976	-5.64
$γ_{4}$	0.3796	5.39
$γ_{5}$	-0.1644	-1.91
$γ_{6}$	-0.0388	-0.42
$γ_{7}$	0.1123	1.28
$γ_{8}$	-0.0693	-0.97
$γ_{9}$	0.0140	0.28

Estimation Period:
Jun 13, 2001 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts