PepsiCo Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
19.76%
decreased by 0.86%
1 Week
19.82%
decreased by 0.80%
1 Month
20.06%
decreased by 0.56%
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 | |
|---|---|---|
| 2.3816 | 3.90 | |
| 0.0651 | 42.45 | |
| 0.9941 | 654.85 | |
| 5.8184 | 9.43 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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