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 Thursday, August 28th, 2025:14.41% (-0.54%)

Analysis last updated: Wednesday, August 27, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2615	6.77
$α$	0.0701	6.23
$β$	0.8800	49.22
$γ_{1}$	-0.0129	-0.26
$γ_{2}$	0.0787	1.08
$γ_{3}$	-0.1232	-2.78
$γ_{4}$	0.0070	0.18
$γ_{5}$	0.1499	3.83
$γ_{6}$	-0.1494	-3.08
$γ_{7}$	0.0480	0.94
$γ_{8}$	0.0600	1.25
$γ_{9}$	-0.1297	-2.19
$γ_{10}$	0.1014	1.93

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

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