V-Lab: Coca-Cola Co/The APARCH Volatility Analysis

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V-Lab

Coca-Cola Co/The APARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:14.19% (-0.42%)

Analysis last updated: Tuesday, April 23, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0169	17.77
$α$	0.0598	23.40
$β$	0.9402	406.48
$γ$	0.4183	17.49
$δ$	1.3255	31.80

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts