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

Skip to main content

V-Lab

Coca-Cola Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:-0.00% (-8.53%)

Analysis last updated: Saturday, December 6, 2025 at 01:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0006	5,920.00
$γ$	-0.0012	-11,630.00
$λ_{1}$	1.2769	12,769,310.00
$λ_{2}$	0.0580	580,470.00
$λ_{3}$	0.0006	5,760.00

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts