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

V-Lab

Coca-Cola Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:18.11% (-0.17%)

Analysis last updated: Friday, June 27, 2025 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0228	9.20
$β$	0.7794	81.80
$γ$	0.1164	19.66
$λ_{1}$	0.0232	2.03
$λ_{2}$	0.1192	2.66
$λ_{3}$	0.8682	17.19

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts