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 Tuesday, May 20th, 2025:20.98% (-1.00%)

Analysis last updated: Tuesday, May 20, 2025 at 02:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3769	4.51
$α$	0.0590	52.49
$β$	0.9954	1,018.87
$ν$	5.5752	12.85

Estimation Period:
Jan 2, 1990 to May 16, 2025