PepsiCo Inc EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.62%
decreased by 0.90%
1 Week
21.74%
decreased by 0.78%
1 Month
22.21%
decreased by 0.31%
Analysis last updated: Friday, June 12, 2026 at 11:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0128 | 9.07 | |
| 0.1324 | 39.50 | |
| 0.9886 | 1,479.94 | |
| -0.0605 | -19.88 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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