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	param	t-stat
$ω$	1.3258	9.03
$α$	0.1035	7.40
$β$	0.8053	37.69
$γ_{1}$	-0.0007	-0.02
$γ_{2}$	0.0616	1.30
$γ_{3}$	-0.1525	-4.02
$γ_{4}$	0.0938	2.47
$γ_{5}$	0.0835	2.28
$γ_{6}$	-0.1693	-4.72
$γ_{7}$	0.1361	3.45
$γ_{8}$	-0.0521	-1.40
$γ_{9}$	-0.0107	-0.28
$γ_{10}$	0.0485	0.83

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PepsiCo Inc Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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