PepsiCo Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.72% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 0.32 | |
| 0.0645 | 44.57 | |
| 0.9293 | 671.48 | |
| 0.5240 | 21.96 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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