Coca-Cola Co/The GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
14.82%
decreased by 0.29%
1 Week
14.98%
decreased by 0.13%
1 Month
15.60%
increased by 0.49%
Analysis last updated: Friday, May 22, 2026 at 10:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0148 | 16.59 | |
| 0.0258 | 15.21 | |
| 0.9407 | 510.96 | |
| 0.0555 | 14.65 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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