Coca-Cola Enterprises Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.51% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0960 | 19.83 | |
| 0.0586 | 14.82 | |
| 0.8795 | 269.04 | |
| 0.0932 | 9.70 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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