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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	2.2895	4.48***
α ARCH Response to squared shocks	0.0581	50.86***
β GARCH Volatility persistence	0.9952	959.71***
ν DF Student-t tail thickness	5.5963	12.23***

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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