V-Lab
V-Lab
Coca-Cola Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:21.12% (+0.97%)
Analysis last updated: Thursday, May 8, 2025 at 09:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Coca-Cola Co/The GJR-GARCH
paramt-stat
ω0.014616.28
α0.026315.04
β0.9404505.07
γ0.055614.38
Estimation Period:
Jan 2, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts