Context: I am a 17 year old boy, currently in grade 10. I also go to extra coaching classes after school for Mathematics. 


Here's the problem: I don't *feel good* in the coaching centre that I go to. This is because the teacher over there constantly passes comments on me in my absence, as well as when I am present in the class. He also talks about my parents in a very disrespectful way. This all is affecting my mental health and  I want to stop going to the coaching. But my parents are forcing me to attend it anyhow.


I told them about my problem, but they say that whatever the teacher does or says is for your good! They just console me and tell me to focus on my studies. But, not only am I not able to focus on studies, but this all is affecting me in a negative way. My term end examinations are appearing in a month. So, I reluctantly have to go the coaching. But I want to leave the coaching now.


Edit 1: Basically, I told my parents directly as well as indirectly about my condition many times. I told them that the teacher is making me feel uncomfortable, and also jokingly passes comments on me during the class which just distract my mind and I can't focus on what he is teaching. But they didn't understand my point, and told me that he was actually just _joking_. Then when I told them about how what happens in my absence, they consoled me and told to forget and not think much about it. 
I even told them indirectly; relating my situation to a suicide case of a girl of my age that took place in my city, recently. But this didn't work either.

Edit 2: A friend of mine,  who is a maths expert - he has prepared for Mathematics Olympiad, and did remarkably well in it - says that he'll be helping me with my maths preparation. And I trust him since we have been friends for many years, and above all he is one of the best mathematics students of our city. 
I was not getting good grades before, and that's why I was sent to coaching.

Edit 3: based on @virolino's comment

I agree that my parents were right to send me to the coaching initially as my grades were poor. But,  for me, at the moment the situation is more regarding the concern for my mental health, and not about the grades. 
As far my parents are concerned, they know that I almost escaped depression some time ago due to other mental health problems. This one adds into that list. My parents are very much concerned about me getting good grades in the examination and that's what is making them neglect the severity of my mental health.

How can I convince my parents to make me quit the coaching, and tell them that I can score good grades by self studying?