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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3389	7.41***
α ARCH Response to squared shocks	0.0669	6.33***
β GARCH Volatility persistence	0.8945	56.26***

γ₁	0.0223	0.78
γ₂	-0.0009	-0.02
γ₃	-0.0965	-3.49***
γ₄	0.1513	5.82***
γ₅	-0.1206	-4.20***
γ₆	0.0845	2.39**
γ₇	-0.0697	-1.58
γ₈	0.0387	1.12

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Coca-Cola Co/The Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Coca-Cola Co/The Analyses