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 Friday, May 9th, 2025:18.40% (-0.81%)

Analysis last updated: Thursday, May 8, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0810	7.95
$α$	0.0989	5.33
$β$	0.7503	15.82
$γ_{1}$	-0.2401	-2.38
$γ_{2}$	0.5066	3.31
$γ_{3}$	-0.4993	-5.59
$γ_{4}$	0.3702	5.12
$γ_{5}$	-0.1468	-1.66
$γ_{6}$	-0.0567	-0.60
$γ_{7}$	0.1230	1.44
$γ_{8}$	-0.0712	-1.01
$γ_{9}$	0.0118	0.23

Estimation Period:
Jun 13, 2001 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts