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 Monday, November 10th, 2025:21.42% (+0.92%)

Analysis last updated: Friday, November 7, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1116	8.32
$α$	0.0965	5.28
$β$	0.7525	15.76
$γ_{1}$	-0.2107	-2.24
$γ_{2}$	0.4635	3.21
$γ_{3}$	-0.4908	-5.71
$γ_{4}$	0.4010	6.05
$γ_{5}$	-0.2093	-2.63
$γ_{6}$	0.0134	0.15
$γ_{7}$	0.0672	0.72
$γ_{8}$	-0.0302	-0.38
$γ_{9}$	-0.0162	-0.30

Estimation Period:
Jun 13, 2001 to Nov 7, 2025

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Volatility Forecasts

Volatility Forecasts