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

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V-Lab

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

Volatility Prediction for Wednesday, March 12th, 2025:18.23% (-0.69%)

Analysis last updated: Tuesday, March 11, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2714	6.69
$α$	0.0706	6.33
$β$	0.8821	50.86
$γ_{1}$	-0.0188	-0.36
$γ_{2}$	0.0899	1.19
$γ_{3}$	-0.1284	-2.85
$γ_{4}$	0.0015	0.04
$γ_{5}$	0.1581	3.57
$γ_{6}$	-0.1513	-2.67
$γ_{7}$	0.0436	0.76
$γ_{8}$	0.0673	1.16
$γ_{9}$	-0.1337	-1.81
$γ_{10}$	0.1002	1.64

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

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