V-Lab
V-Lab
Coca-Cola Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:20.99% (-0.13%)
Analysis last updated: Friday, May 9, 2025 at 10:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Coca-Cola Co/The GJR-GARCH
paramt-stat
ω0.014716.31
α0.026315.05
β0.9404504.51
γ0.055614.35
Estimation Period:
Jan 2, 1990 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts