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

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Mondelez International Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 15th, 2025:23.79% (+0.64%)

Analysis last updated: Tuesday, October 14, 2025 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0773	8.21
$α$	0.0985	5.29
$β$	0.7413	14.99
$γ_{1}$	-0.2370	-2.53
$γ_{2}$	0.5062	3.52
$γ_{3}$	-0.5175	-6.06
$γ_{4}$	0.4129	6.25
$γ_{5}$	-0.2044	-2.57
$γ_{6}$	-0.0066	-0.07
$γ_{7}$	0.1053	1.17
$γ_{8}$	-0.1066	-1.35
$γ_{9}$	0.1662	1.63

Estimation Period:
Jun 13, 2001 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts