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 Tuesday, April 7th, 2026
1 Day
10.45%
decreased by 4.17%
1 Week
98,752,530,701,749.60%
increased by 98,752,530,701,734.97%
1 Month
9,607,859,282,899,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 9,607,859,282,899,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Monday, April 6, 2026 at 09:43 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 | |
| 0.0012 | 11,970.00 | |
| -0.0024 | -23,740.00 | |
| 1.2553 | 12,553,040.00 | |
| 0.0728 | 728,070.00 | |
| 0.0014 | 13,920.00 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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