V-Lab: Coca-Cola Co/The MF2-GARCH Volatility Analysis

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Coca-Cola Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:0.41% (-14.41%)

Analysis last updated: Friday, October 31, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0004	4,170.00
$γ$	-0.0008	-8,140.00
$λ_{1}$	1.2838	12,838,460.00
$λ_{2}$	0.0539	539,240.00
$λ_{3}$	0.0004	3,850.00

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

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Volatility Forecasts