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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1451	8.62***
α ARCH Response to squared shocks	0.0992	5.37***
β GARCH Volatility persistence	0.7467	15.54***

γ₁	-0.1740	-2.01**
γ₂	0.4041	3.00***
γ₃	-0.4639	-5.61***
γ₄	0.4173	6.75***
γ₅	-0.2685	-3.91***
γ₆	0.0910	1.09
γ₇	0.0016	0.02
γ₈	0.0167	0.19
γ₉	-0.0468	-0.83

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Mondelez International Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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