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, July 11th, 2025:14.28% (-0.42%)

Analysis last updated: Thursday, July 10, 2025 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2958	6.90
$α$	0.0714	6.29
$β$	0.8791	49.40
$γ_{1}$	-0.0082	-0.16
$γ_{2}$	0.0727	0.98
$γ_{3}$	-0.1194	-2.67
$γ_{4}$	0.0005	0.01
$γ_{5}$	0.1563	3.86
$γ_{6}$	-0.1524	-3.00
$γ_{7}$	0.0484	0.92
$γ_{8}$	0.0596	1.18
$γ_{9}$	-0.1278	-2.00
$γ_{10}$	0.0989	1.76

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

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