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 Thursday, May 7th, 2026
1 Day
15.24%
increased by 9.30%
1 Week
435,625,999,224,104,960.00%
increased by 435,625,999,224,104,960.00%
1 Month
3,548,501,655,628,753,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 3,548,501,655,628,753,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Wednesday, May 6, 2026 at 09:41 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 | |
| 0.0008 | 8,410.00 | |
| -0.0017 | -16,620.00 | |
| 1.2737 | 12,736,780.00 | |
| 0.0603 | 602,870.00 | |
| 0.0008 | 8,440.00 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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