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

V-Lab

Coca-Cola Co/The APARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:16.99% (-0.40%)

Analysis last updated: Thursday, July 3, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0169	18.03
$α$	0.0598	23.80
$β$	0.9402	409.83
$γ$	0.4006	17.52
$δ$	1.3185	31.66

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts