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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0151	16.72***
α ARCH Response to squared shocks	0.0266	15.42***
β GARCH Volatility persistence	0.9398	505.55***
γ leverage Additional response to negative shocks	0.0560	14.64***

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Coca-Cola Co/The GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Coca-Cola Co/The Analyses