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

V-Lab

Coca-Cola Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:17.63% (+0.10%)

Analysis last updated: Wednesday, July 30, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0228	9.22
$β$	0.7803	82.33
$γ$	0.1158	19.61
$λ_{1}$	0.0236	2.04
$λ_{2}$	0.1204	2.67
$λ_{3}$	0.8667	16.99

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts