Coca-Cola Co/The Asy. Power MEM Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
20.65%
decreased by 0.78%
1 Week
19.64%
decreased by 1.79%
1 Month
16.73%
decreased by 4.70%
Analysis last updated: Wednesday, July 15, 2026 at 10:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 10, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 25% more than equivalent positive returns. The volatility power δ = 0.83 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0252 | 24.69*** |
α ARCH Response to squared shocks | 0.1746 | 67.01*** |
β GARCH Volatility persistence | 0.8196 | 301.65*** |
γ leverage Additional response to negative shocks | 0.1343 | 18.32*** |
δ power Transformation power | 0.8331 | 21.61*** |
Persistence:
0.958
Half-life:
16 days
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