{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0249	7.41***
α ARCH Response to squared shocks	0.0279	24.52***
β GARCH Volatility persistence	0.9592	1,181.26***
γ leverage Additional response to negative shocks	0.0247	13.01***

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Coca-Cola Co/The Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Coca-Cola Co/The Analyses