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, November 28th, 2025:20.75% (-0.09%)

Analysis last updated: Wednesday, November 26, 2025 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1131	8.35
$α$	0.0958	5.26
$β$	0.7539	15.83
$γ_{1}$	-0.2090	-2.23
$γ_{2}$	0.4609	3.20
$γ_{3}$	-0.4900	-5.71
$γ_{4}$	0.4026	6.10
$γ_{5}$	-0.2131	-2.70
$γ_{6}$	0.0179	0.20
$γ_{7}$	0.0636	0.68
$γ_{8}$	-0.0280	-0.35
$γ_{9}$	-0.0172	-0.32

Estimation Period:
Jun 13, 2001 to Nov 26, 2025

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Volatility Forecasts

Volatility Forecasts