Coca-Cola Enterprises Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.84% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0408 | 9.93 | |
| 0.8239 | 144.21 | |
| 0.1242 | 19.78 | |
| 0.0082 | 3.78 | |
| 0.0143 | 4.90 | |
| 0.9836 | 289.72 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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