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V-Lab

Coca-Cola Co/The APARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

18.69%

decreased by 0.61%

1 Week

18.83%

decreased by 0.47%

1 Month

19.38%

increased by 0.08%

Analysis last updated: Friday, August 14, 2026 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Coca-Cola Co/The APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 14, 2026

Model Insight

With persistence 0.991, volatility shocks have a half-life of 79 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 1.31 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

Leverage: Negative returns increase volatility 203% more than positive returns

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0171
18.20***
α

ARCH

Response to squared shocks

0.0602
24.15***
β

GARCH

Volatility persistence

0.9398
410.93***
γ

leverage

Additional response to negative shocks

0.3983
18.06***
δ

power

Transformation power

1.3127
31.83***

Persistence:

0.991

Half-life:

79 days