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 Wednesday, June 24th, 2026
1 Day
0.78%
decreased by 2.11%
1 Week
0.82%
decreased by 2.07%
1 Month
0.98%
decreased by 1.91%
Analysis last updated: Tuesday, June 23, 2026 at 09:42 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 | |
| 0.0004 | 4,170.00 | |
| -0.0008 | -8,140.00 | |
| 1.2810 | 12,810,460.00 | |
| 0.0563 | 563,450.00 | |
| 0.0004 | 3,950.00 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
Other Coca-Cola Co/The Analyses
Other MF2-GARCH Analyses on Equities