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

V-Lab

Mondelez International Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:23.75% (+2.27%)

Analysis last updated: Tuesday, July 1, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0686	8.06
$α$	0.1009	5.34
$β$	0.7378	14.88
$γ_{1}$	-0.2509	-2.59
$γ_{2}$	0.5269	3.56
$γ_{3}$	-0.5208	-5.98
$γ_{4}$	0.3945	5.70
$γ_{5}$	-0.1682	-2.00
$γ_{6}$	-0.0475	-0.52
$γ_{7}$	0.1382	1.62
$γ_{8}$	-0.1286	-1.75
$γ_{9}$	0.1651	1.61

Estimation Period:
Jun 13, 2001 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts