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 Friday, December 19th, 2025:19.28% (+1.82%)

Analysis last updated: Thursday, December 18, 2025 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1075	8.31
$α$	0.0953	5.23
$β$	0.7539	15.75
$γ_{1}$	-0.2090	-2.24
$γ_{2}$	0.4603	3.20
$γ_{3}$	-0.4898	-5.72
$γ_{4}$	0.4044	6.16
$γ_{5}$	-0.2166	-2.76
$γ_{6}$	0.0216	0.24
$γ_{7}$	0.0614	0.65
$γ_{8}$	-0.0283	-0.35
$γ_{9}$	-0.0156	-0.29

Estimation Period:
Jun 13, 2001 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts