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

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Coca-Cola Co/The Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:17.89% (-0.35%)

Analysis last updated: Saturday, December 6, 2025 at 01:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2547	6.88
$α$	0.0710	6.34
$β$	0.8781	49.22
$γ_{1}$	-0.0277	-0.58
$γ_{2}$	0.1064	1.52
$γ_{3}$	-0.1493	-3.44
$γ_{4}$	0.0301	0.78
$γ_{5}$	0.1369	3.71
$γ_{6}$	-0.1482	-3.34
$γ_{7}$	0.0506	1.05
$γ_{8}$	0.0653	1.41
$γ_{9}$	-0.1620	-2.52
$γ_{10}$	0.2136	2.03

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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