V-Lab: Coca-Cola HBC AG Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Coca-Cola HBC AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:14.63% (+0.28%)

Analysis last updated: Saturday, April 13, 2024 at 08:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2847	4.41
$α$	0.1383	5.11
$β$	0.7396	15.47
$γ_{1}$	0.3159	1.20
$γ_{2}$	-0.5821	-1.50
$γ_{3}$	0.5562	2.05
$γ_{4}$	-0.4173	-1.65
$γ_{5}$	-0.0051	-0.02
$γ_{6}$	0.2609	1.85

Estimation Period:
Apr 29, 2013 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts