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

V-Lab

| |

V-Lab

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

Volatility Prediction for Monday, December 23rd, 2024:14.89% (-0.59%)

Analysis last updated: Friday, December 20, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2110	6.48
$α$	0.0731	6.26
$β$	0.8735	46.92
$γ_{1}$	-0.0270	-0.52
$γ_{2}$	0.1000	1.35
$γ_{3}$	-0.1287	-2.94
$γ_{4}$	-0.0059	-0.15
$γ_{5}$	0.1697	3.76
$γ_{6}$	-0.1603	-2.79
$γ_{7}$	0.0465	0.81
$γ_{8}$	0.0679	1.13
$γ_{9}$	-0.1334	-1.74
$γ_{10}$	0.0994	1.60

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts