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, October 13th, 2025:14.20% (-0.29%)

Analysis last updated: Saturday, October 11, 2025 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0228	9.20
$β$	0.7789	82.05
$γ$	0.1158	19.67
$λ_{1}$	0.0239	2.02
$λ_{2}$	0.1227	2.69
$λ_{3}$	0.8640	16.72

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts