V-Lab
Coca-Cola Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:16.57% (-0.22%)
Analysis last updated: Monday, January 13, 2025 at 10:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 15.98 | |
| 0.0254 | 14.66 | |
| 0.9403 | 501.25 | |
| 0.0575 | 14.88 |
Estimation Period:
Jan 2, 1990 to Jan 10, 2025
Jan 2, 1990 to Jan 10, 2025
News Impact Curve
Volatility Forecasts
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