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

V-Lab

Mondelez International Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:26.93% (+5.44%)

Analysis last updated: Thursday, July 17, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0701	8.08
$α$	0.1004	5.33
$β$	0.7388	14.93
$γ_{1}$	-0.2491	-2.58
$γ_{2}$	0.5243	3.55
$γ_{3}$	-0.5205	-5.99
$γ_{4}$	0.3971	5.77
$γ_{5}$	-0.1731	-2.07
$γ_{6}$	-0.0420	-0.46
$γ_{7}$	0.1334	1.55
$γ_{8}$	-0.1243	-1.68
$γ_{9}$	0.1586	1.59

Estimation Period:
Jun 13, 2001 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts