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

Skip to main content

V-Lab

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

Volatility Prediction for Monday, December 15th, 2025:16.83% (+1.70%)

Analysis last updated: Saturday, December 13, 2025 at 01:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2496	6.57
$α$	0.0683	6.15
$β$	0.8853	50.48
$γ_{1}$	-0.0147	-0.29
$γ_{2}$	0.0808	1.09
$γ_{3}$	-0.1281	-2.82
$γ_{4}$	0.0207	0.52
$γ_{5}$	0.1329	3.52
$γ_{6}$	-0.1380	-3.04
$γ_{7}$	0.0456	0.92
$γ_{8}$	0.0538	1.19
$γ_{9}$	-0.1207	-2.35
$γ_{10}$	0.0961	2.01

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts