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

V-Lab

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V-Lab

Mondelez International Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:19.01% (-1.35%)

Analysis last updated: Friday, December 20, 2024 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2306	9.08
$α$	0.1112	5.34
$β$	0.7215	14.28
$γ_{1}$	-0.1048	-1.46
$γ_{2}$	0.2802	2.48
$γ_{3}$	-0.3727	-4.97
$γ_{4}$	0.3801	6.31
$γ_{5}$	-0.3039	-5.52
$γ_{6}$	0.1718	2.93
$γ_{7}$	-0.0637	-1.02
$γ_{8}$	0.0163	0.33

Estimation Period:
Jun 13, 2001 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts