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 Tuesday, November 25th, 2025:16.62% (-0.60%)

Analysis last updated: Monday, November 24, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2997	7.12
$α$	0.0697	6.15
$β$	0.8798	48.34
$γ_{1}$	-0.0102	-0.21
$γ_{2}$	0.0794	1.13
$γ_{3}$	-0.1346	-3.10
$γ_{4}$	0.0238	0.62
$γ_{5}$	0.1364	3.71
$γ_{6}$	-0.1449	-3.27
$γ_{7}$	0.0517	1.07
$γ_{8}$	0.0515	1.16
$γ_{9}$	-0.1218	-2.40
$γ_{10}$	0.0977	2.07

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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