V-Lab
Coca-Cola Co/The EGARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
21.77%
decreased by 0.90%
1 Week
21.87%
decreased by 0.80%
1 Month
22.26%
decreased by 0.41%
Analysis last updated: Friday, August 7, 2026 at 10:46 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
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 132% more than equivalent positive returns.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0126 | 6.53*** |
α ARCH Response to squared shocks | 0.1208 | 28.00*** |
β GARCH Volatility persistence | 0.9877 | 1,297.93*** |
γ leverage Additional response to negative shocks | -0.0481 | -14.19*** |
Persistence:
0.988
Half-life:
56 days
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