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, November 3rd, 2025:18.74% (-0.91%)

Analysis last updated: Friday, October 31, 2025 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2402	6.62
$α$	0.0707	6.25
$β$	0.8798	49.13
$γ_{1}$	-0.0195	-0.39
$γ_{2}$	0.0884	1.23
$γ_{3}$	-0.1315	-3.00
$γ_{4}$	0.0184	0.48
$γ_{5}$	0.1400	3.74
$γ_{6}$	-0.1455	-3.19
$γ_{7}$	0.0503	1.02
$γ_{8}$	0.0542	1.20
$γ_{9}$	-0.1241	-2.34
$γ_{10}$	0.0982	2.02

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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