Coca-Cola Co/The MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 1st, 2026
1 Day
13.71%
decreased by 9.85%
1 Week
13.67%
decreased by 9.89%
1 Month
16.25%
decreased by 7.31%
Analysis last updated: Friday, May 29, 2026 at 10:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0006 | 5,920.00 | |
| -0.0012 | -11,630.00 | |
| 1.2624 | 12,623,730.00 | |
| 0.0690 | 690,320.00 | |
| 0.0007 | 6,550.00 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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