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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	1.3399	7.42***
α ARCH Response to squared shocks	0.0664	6.29***
β GARCH Volatility persistence	0.8951	56.08***

γ₁	0.0225	0.78
γ₂	-0.0007	-0.02
γ₃	-0.0975	-3.51***
γ₄	0.1522	5.78***
γ₅	-0.1207	-4.12***
γ₆	0.0840	2.33**
γ₇	-0.0684	-1.53
γ₈	0.0371	1.07

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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