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

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Mondelez International Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:20.64% (-0.78%)

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
$ω$	1.1095	8.29
$α$	0.0956	5.26
$β$	0.7552	15.95
$γ_{1}$	-0.2150	-2.25
$γ_{2}$	0.4708	3.21
$γ_{3}$	-0.4939	-5.69
$γ_{4}$	0.3982	5.91
$γ_{5}$	-0.2013	-2.47
$γ_{6}$	0.0037	0.04
$γ_{7}$	0.0750	0.81
$γ_{8}$	-0.0362	-0.47
$γ_{9}$	-0.0117	-0.22

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

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Volatility Forecasts

Volatility Forecasts