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 Friday, December 5th, 2025:15.76% (-0.51%)

Analysis last updated: Thursday, December 4, 2025 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3250	7.04
$α$	0.0707	6.27
$β$	0.8814	49.73
$γ_{1}$	-0.0042	-0.08
$γ_{2}$	0.0684	0.94
$γ_{3}$	-0.1248	-2.79
$γ_{4}$	0.0158	0.40
$γ_{5}$	0.1405	3.73
$γ_{6}$	-0.1456	-3.19
$γ_{7}$	0.0515	1.04
$γ_{8}$	0.0508	1.13
$γ_{9}$	-0.1217	-2.34
$γ_{10}$	0.0986	2.05

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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