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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 14, 2026Model 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
| Parameter | Value | t-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
Other Coca-Cola Co/The Analyses
Other Asy. MEM Analyses on Equities