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

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V-Lab

Coca-Cola Co/The Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:12.09% (-0.40%)

Analysis last updated: Wednesday, May 1, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2970	7.61
$α$	0.0691	5.63
$β$	0.8831	44.64
$γ_{1}$	0.0078	0.25
$γ_{2}$	0.0400	0.84
$γ_{3}$	-0.1502	-4.69
$γ_{4}$	0.1862	5.13
$γ_{5}$	-0.1165	-2.78
$γ_{6}$	0.0435	1.04
$γ_{7}$	0.0140	0.35
$γ_{8}$	-0.1123	-2.40

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts