V-Lab
Coca-Cola Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:18.88% (+0.19%)
Analysis last updated: Tuesday, February 4, 2025 at 10:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 16.04 | |
| 0.0254 | 14.68 | |
| 0.9404 | 501.79 | |
| 0.0575 | 14.86 |
Estimation Period:
Jan 2, 1990 to Jan 31, 2025
Jan 2, 1990 to Jan 31, 2025
News Impact Curve
Volatility Forecasts
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