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

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V-Lab

Mondelez International Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:21.58% (-0.26%)

Analysis last updated: Saturday, December 13, 2025 at 12:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0846	8.27
$α$	0.0979	5.29
$β$	0.7428	15.05
$γ_{1}$	-0.2277	-2.48
$γ_{2}$	0.4918	3.48
$γ_{3}$	-0.5132	-6.06
$γ_{4}$	0.4218	6.53
$γ_{5}$	-0.2254	-2.93
$γ_{6}$	0.0192	0.22
$γ_{7}$	0.0811	0.87
$γ_{8}$	-0.0820	-0.99
$γ_{9}$	0.1277	1.35

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts