Coca-Cola Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:14.31% (-0.06%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0147 | 16.45 | |
0.0265 | 15.04 | |
0.9401 | 501.40 | |
0.0554 | 14.44 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Coca-Cola Co/The Analyses
Other GJR-GARCH Analyses on Equities