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

V-Lab

Coca-Cola Co/The GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:20.49% (+1.18%)

Analysis last updated: Thursday, May 8, 2025 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3700	4.50
$α$	0.0592	52.22
$β$	0.9954	1,008.52
$ν$	5.5802	12.77

Estimation Period:
Jan 2, 1990 to May 2, 2025