V-Lab
Coca-Cola Co/The AGARCH Volatility Analysis
Volatility prediction for Friday, August 14th, 2026
1 Day
21.70%
decreased by 0.69%
1 Week
21.73%
decreased by 0.66%
1 Month
21.88%
decreased by 0.51%
Analysis last updated: Thursday, August 13, 2026 at 09:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model Insight
With persistence 0.992, volatility shocks have a half-life of 84 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Asymmetry: negative returns raise volatility more
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0069 | 5.61*** |
α ARCH Response to squared shocks | 0.0565 | 30.98*** |
β GARCH Volatility persistence | 0.9353 | 459.38*** |
γ leverage Additional response to negative shocks | 0.4568 | 15.79*** |
Persistence:
0.992
Half-life:
84 days
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