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

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V-Lab

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

Volatility Prediction for Monday, October 7th, 2024:13.55% (-0.22%)

Analysis last updated: Friday, October 4, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3554	4.50
$α$	0.0599	52.28
$β$	0.9954	999.36
$ν$	6	12.84

Estimation Period:
Jan 2, 1990 to Oct 4, 2024