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

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V-Lab

Coca-Cola Co/The APARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:17.52% (+0.01%)

Analysis last updated: Saturday, December 6, 2025 at 01:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0167	18.01
$α$	0.0595	23.96
$β$	0.9405	414.13
$γ$	0.3940	17.56
$δ$	1.3219	31.90

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts