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, April 27th, 2026
1 Day
5.73%
decreased by 43.62%
1 Week
6.05%
decreased by 43.30%
1 Month
7.85%
decreased by 41.50%
Analysis last updated: Friday, April 24, 2026 at 10:37 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 | |
| 1.2607 | 12,606,870.00 | |
| 0.0693 | 693,200.00 | |
| 0.0007 | 6,610.00 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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