Coca-Cola Co/The GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
21.73%
increased by 1.36%
1 Week
21.78%
increased by 1.41%
1 Month
21.98%
increased by 1.61%
Analysis last updated: Thursday, July 2, 2026 at 10:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 16.67 | |
| 0.0262 | 15.32 | |
| 0.9402 | 508.22 | |
| 0.0558 | 14.65 |
Estimation Period:
Jan 2, 1990 to Jul 2, 2026
Jan 2, 1990 to Jul 2, 2026
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