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V-Lab

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

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

26.44%

decreased by 1.25%

1 Week

26.42%

decreased by 1.27%

1 Month

26.35%

decreased by 1.34%

Analysis last updated: Tuesday, July 21, 2026 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Coca-Cola Co/The GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model Insight

With persistence 0.995, volatility shocks have a half-life of 151 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.62 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.3547
4.52***
α

ARCH

Response to squared shocks

0.0581
52.00***
β

GARCH

Volatility persistence

0.9954
1,017.82***
ν

DF

Student-t tail thickness

5.6247
12.48***

Persistence:

0.995

Half-life:

151 days