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V-Lab

Coca-Cola Co/The Asy. MEM Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

17.25%

decreased by 1.06%

1 Week

17.46%

decreased by 0.85%

1 Month

18.20%

decreased by 0.11%

Analysis last updated: Friday, August 14, 2026 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Coca-Cola Co/The AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 14, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 64% more than equivalent positive returns.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0270
26.12***
α

ARCH

Response to squared shocks

0.1178
39.64***
β

GARCH

Volatility persistence

0.8340
365.32***
γ

leverage

Additional response to negative shocks

0.0749
13.14***

Persistence:

0.989

Half-life:

64 days