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

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V-Lab

Coca-Cola Co/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:15.02% (-0.39%)

Analysis last updated: Friday, April 26, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4369	7.80
$α$	0.0592	6.03
$β$	0.9164	66.49
$γ_{1}$	0.0354	3.45
$γ_{2}$	-0.0722	-4.40
$γ_{3}$	0.0640	5.02
$γ_{4}$	-0.0320	-2.77
$γ_{5}$	0.0037	0.42

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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Volatility Forecasts

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