V-Lab: Coca-Cola Co/The GAS-GARCH Student T Volatility Analysis

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V-Lab

Coca-Cola Co/The GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:13.57% (+0.07%)

Analysis last updated: Thursday, April 18, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4099	4.53
$α$	0.0602	53.06
$β$	0.9954	1020.94
$ν$	6	13.08

Estimation Period:
Jan 2, 1990 to Apr 12, 2024