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, May 12th, 2025:18.78% (+0.48%)

Analysis last updated: Friday, May 9, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0925	8.07
$α$	0.0995	5.35
$β$	0.7485	15.73
$γ_{1}$	-0.2356	-2.36
$γ_{2}$	0.5010	3.29
$γ_{3}$	-0.4984	-5.60
$γ_{4}$	0.3720	5.19
$γ_{5}$	-0.1504	-1.71
$γ_{6}$	-0.0537	-0.57
$γ_{7}$	0.1230	1.43
$γ_{8}$	-0.0744	-1.06
$γ_{9}$	0.0155	0.30

Estimation Period:
Jun 13, 2001 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts