V-Lab
V-Lab
Coca-Cola Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:15.25% (-0.02%)
Analysis last updated: Wednesday, September 17, 2025 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Coca-Cola Co/The GJR-GARCH
paramt-stat
ω0.014716.42
α0.026315.01
β0.9402502.22
γ0.055714.45
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts