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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1506	8.68***
α ARCH Response to squared shocks	0.0992	5.37***
β GARCH Volatility persistence	0.7459	15.50***

γ₁	-0.1691	-1.97**
γ₂	0.3965	2.97***
γ₃	-0.4611	-5.61***
γ₄	0.4197	6.84***
γ₅	-0.2746	-4.08***
γ₆	0.0976	1.19
γ₇	-0.0030	-0.03
γ₈	0.0203	0.24
γ₉	-0.0499	-0.89

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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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