{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0391	23.80***
β GARCH Volatility persistence	0.9538	838.88***
γ leverage Additional response to negative shocks	-0.0382	-5.99***
λ₁ tau intercept Baseline long-term coefficient	0.0011	40.92***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.03
λ₃ tau persistence Long-term factor persistence	0.9994	2,595.89***

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Coca-Cola Co/The ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Coca-Cola Co/The Analyses