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

V-Lab

Mondelez International Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:24.98% (-0.65%)

Analysis last updated: Thursday, April 17, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0620	7.98
$α$	0.1022	5.34
$β$	0.7355	14.77
$γ_{1}$	-0.2596	-2.62
$γ_{2}$	0.5394	3.58
$γ_{3}$	-0.5214	-5.91
$γ_{4}$	0.3808	5.35
$γ_{5}$	-0.1435	-1.65
$γ_{6}$	-0.0743	-0.81
$γ_{7}$	0.1603	1.94
$γ_{8}$	-0.1475	-1.97
$γ_{9}$	0.1919	1.58

Estimation Period:
Jun 13, 2001 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts