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 2nd, 2025:18.72% (-0.29%)

Analysis last updated: Saturday, May 31, 2025 at 03:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0224	9.04
$β$	0.7782	81.37
$γ$	0.1173	19.80
$λ_{1}$	0.0231	2.01
$λ_{2}$	0.1196	2.66
$λ_{3}$	0.8680	17.14

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts