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

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Coca-Cola Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:0.66% (-2.66%)

Analysis last updated: Thursday, November 27, 2025 at 12:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0006	5,920.00
$γ$	-0.0012	-11,630.00
$λ_{1}$	1.2784	12,784,150.00
$λ_{2}$	0.0572	571,690.00
$λ_{3}$	0.0006	5,690.00

Estimation Period:
Jan 2, 1990 to Nov 26, 2025

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