Monster Beverage Corp MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
30.14%
increased by 1.67%
1 Week
30.84%
increased by 2.37%
1 Month
33.47%
increased by 5.00%
Analysis last updated: Tuesday, June 9, 2026 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0839 | 5.12 | |
| 0.1600 | 35.93 | |
| 0.8400 | 215.54 |
Estimation Period:
Jun 17, 1992 to Jun 5, 2026
Jun 17, 1992 to Jun 5, 2026
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