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, May 9th, 2025:16.92% (+1.05%)

Analysis last updated: Thursday, May 8, 2025 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2878	6.91
$α$	0.0714	6.30
$β$	0.8780	49.03
$γ_{1}$	-0.0107	-0.21
$γ_{2}$	0.0779	1.05
$γ_{3}$	-0.1231	-2.77
$γ_{4}$	0.0002	0.01
$γ_{5}$	0.1584	3.77
$γ_{6}$	-0.1527	-2.87
$γ_{7}$	0.0446	0.82
$γ_{8}$	0.0676	1.25
$γ_{9}$	-0.1344	-1.96
$γ_{10}$	0.1004	1.74

Estimation Period:
Jan 2, 1990 to May 2, 2025

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