V-Lab: Coca-Cola Co/The Asy. MEM Volatility Analysis

V-Lab

Coca-Cola Co/The Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:14.39% (-0.05%)

Analysis last updated: Tuesday, July 8, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0272	25.87
$α$	0.1192	39.16
$β$	0.8320	356.64
$γ$	0.0765	13.14

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts