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

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Coca-Cola Co/The GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:14.30% (+0.43%)

Analysis last updated: Friday, October 17, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0125	14.51
$α$	0.0505	30.15
$β$	0.9433	522.90

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts