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

V-Lab

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

Volatility Prediction for Thursday, April 24th, 2025:20.31% (-0.70%)

Analysis last updated: Wednesday, April 23, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2661	6.71
$α$	0.0716	6.31
$β$	0.8794	49.60
$γ_{1}$	-0.0174	-0.34
$γ_{2}$	0.0865	1.16
$γ_{3}$	-0.1251	-2.80
$γ_{4}$	-0.0009	-0.02
$γ_{5}$	0.1616	3.77
$γ_{6}$	-0.1573	-2.88
$γ_{7}$	0.0509	0.92
$γ_{8}$	0.0593	1.07
$γ_{9}$	-0.1255	-1.78
$γ_{10}$	0.0941	1.59

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

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