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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3317	4.51***
α ARCH Response to squared shocks	0.0579	51.75***
β GARCH Volatility persistence	0.9954	1,004.43***
ν DF Student-t tail thickness	5.6218	12.38***

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Coca-Cola Co/The GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Coca-Cola Co/The Analyses