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 Friday, August 1st, 2025:16.32% (+0.28%)

Analysis last updated: Thursday, July 31, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2398	6.60
$α$	0.0724	6.35
$β$	0.8765	48.70
$γ_{1}$	-0.0208	-0.41
$γ_{2}$	0.0907	1.24
$γ_{3}$	-0.1291	-2.93
$γ_{4}$	0.0078	0.20
$γ_{5}$	0.1527	3.87
$γ_{6}$	-0.1530	-3.11
$γ_{7}$	0.0501	0.97
$γ_{8}$	0.0608	1.24
$γ_{9}$	-0.1331	-2.18
$γ_{10}$	0.1047	1.95

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts