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

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V-Lab

Coca-Cola Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 13th, 2025:21.08% (+1.49%)

Analysis last updated: Wednesday, March 12, 2025 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0208	8.62
$β$	0.7836	83.84
$γ$	0.1182	20.00
$λ_{1}$	0.0227	2.04
$λ_{2}$	0.1177	2.67
$λ_{3}$	0.8702	17.57

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts