V-Lab: Coca-Cola Co/The Zero Slope Spline-GARCH Volatility Analysis

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Coca-Cola Co/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:13.44% (+0.28%)

Analysis last updated: Saturday, October 11, 2025 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2629	6.73
$α$	0.0706	6.24
$β$	0.8796	48.97
$γ_{1}$	-0.0131	-0.26
$γ_{2}$	0.0798	1.09
$γ_{3}$	-0.1271	-2.85
$γ_{4}$	0.0139	0.35
$γ_{5}$	0.1433	3.75
$γ_{6}$	-0.1460	-3.12
$γ_{7}$	0.0479	0.95
$γ_{8}$	0.0584	1.26
$γ_{9}$	-0.1311	-2.39
$γ_{10}$	0.1060	2.12

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

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