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	param	t-stat
$ω$	1.5073	8.33
$α$	0.0913	7.85
$β$	0.8477	52.10
$γ_{1}$	0.0512	4.96
$γ_{2}$	-0.1033	-6.69
$γ_{3}$	0.0893	8.16
$γ_{4}$	-0.0528	-4.65
$γ_{5}$	0.0358	2.97
$γ_{6}$	-0.0325	-3.69

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PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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