Coca-Cola Co/The MEM Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
31.43%
increased by 11.25%
1 Week
31.28%
increased by 11.10%
1 Month
30.72%
increased by 10.54%
Analysis last updated: Friday, July 17, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 59 trading days, meaning a shock loses half its impact after approximately 59 days.
μ
MEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0270 | 6.78*** |
α ARCH Response to squared shocks | 0.1618 | 40.51*** |
β GARCH Volatility persistence | 0.8265 | 331.65*** |
Persistence:
0.988
Half-life:
59 days
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