Mondelez International Inc Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
24.20%
decreased by 0.97%
1 Week
24.69%
decreased by 0.48%
1 Month
25.47%
increased by 0.30%
Analysis last updated: Friday, June 12, 2026 at 11:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1089 | 8.49 | |
| 0.0996 | 5.38 | |
| 0.7399 | 15.02 | |
| -0.2005 | -2.32 | |
| 0.4479 | 3.34 | |
| -0.4939 | -6.00 | |
| 0.4355 | 7.09 | |
| -0.2720 | -3.93 | |
| 0.0813 | 0.96 | |
| 0.0241 | 0.25 | |
| -0.0301 | -0.32 | |
| 0.0647 | 0.65 |
Estimation Period:
Jun 13, 2001 to Jun 12, 2026
Jun 13, 2001 to Jun 12, 2026
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