V-Lab: Mondelez International Inc Spline-GARCH Volatility Analysis

V-Lab

Mondelez International Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:21.85% (-0.29%)

Analysis last updated: Friday, September 12, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0726	8.17
$α$	0.0992	5.30
$β$	0.7389	14.85
$γ_{1}$	-0.2412	-2.56
$γ_{2}$	0.5126	3.55
$γ_{3}$	-0.5192	-6.06
$γ_{4}$	0.4090	6.14
$γ_{5}$	-0.1955	-2.43
$γ_{6}$	-0.0175	-0.19
$γ_{7}$	0.1153	1.30
$γ_{8}$	-0.1162	-1.50
$γ_{9}$	0.1792	1.65

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts