V-Lab: Coca-Cola Co/The Spline-GARCH Volatility Analysis

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V-Lab

Coca-Cola Co/The Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:14.39% (+2.66%)

Analysis last updated: Friday, April 19, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2964	7.61
$α$	0.0693	5.63
$β$	0.8827	44.49
$γ_{1}$	0.0077	0.24
$γ_{2}$	0.0401	0.85
$γ_{3}$	-0.1503	-4.69
$γ_{4}$	0.1863	5.13
$γ_{5}$	-0.1166	-2.79
$γ_{6}$	0.0437	1.04
$γ_{7}$	0.0138	0.34
$γ_{8}$	-0.1116	-2.38

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts