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, November 3rd, 2025:24.64% (-1.93%)

Analysis last updated: Friday, October 31, 2025 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1101	8.30
$α$	0.0964	5.28
$β$	0.7532	15.82
$γ_{1}$	-0.2126	-2.25
$γ_{2}$	0.4665	3.21
$γ_{3}$	-0.4917	-5.70
$γ_{4}$	0.3993	5.99
$γ_{5}$	-0.2054	-2.56
$γ_{6}$	0.0088	0.10
$γ_{7}$	0.0707	0.76
$γ_{8}$	-0.0319	-0.41
$γ_{9}$	-0.0156	-0.30

Estimation Period:
Jun 13, 2001 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts