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, June 2nd, 2025:17.90% (-0.71%)

Analysis last updated: Saturday, May 31, 2025 at 02:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0944	8.10
$α$	0.0994	5.35
$β$	0.7477	15.65
$γ_{1}$	-0.2339	-2.36
$γ_{2}$	0.4985	3.29
$γ_{3}$	-0.4982	-5.62
$γ_{4}$	0.3741	5.25
$γ_{5}$	-0.1543	-1.77
$γ_{6}$	-0.0498	-0.53
$γ_{7}$	0.1209	1.40
$γ_{8}$	-0.0744	-1.05
$γ_{9}$	0.0161	0.32

Estimation Period:
Jun 13, 2001 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts