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

V-Lab

Coca-Cola Co/The EGARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:16.32% (+0.57%)

Analysis last updated: Friday, September 12, 2025 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0124	6.38
$α$	0.1208	27.48
$β$	0.9878	1,289.51
$γ$	-0.0481	-13.91

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts