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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Coca-Cola Co/The AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 7, 2026

Model 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

ParameterValuet-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