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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Coca-Cola Co/The APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 10, 2026

Model 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

Tap to view equation

ParameterValuet-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