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, December 23rd, 2024:16.62% (-0.73%)

Analysis last updated: Friday, December 20, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3450	4.50
$α$	0.0593	52.01
$β$	0.9954	999.37
$ν$	6	12.69

Estimation Period:
Jan 2, 1990 to Dec 20, 2024