V-Lab: Coca-Cola Co/The APARCH Volatility Analysis

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Coca-Cola Co/The APARCH Volatility Analysis

Volatility Prediction for Thursday, November 6th, 2025:18.50% (-0.53%)

Analysis last updated: Wednesday, November 5, 2025 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0168	18.01
$α$	0.0598	23.89
$β$	0.9402	411.31
$γ$	0.3929	17.52
$δ$	1.3213	31.85

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts