PepsiCo Inc APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.22% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 23.35 | |
| 0.0675 | 36.35 | |
| 0.9325 | 534.38 | |
| 0.4408 | 21.34 | |
| 1.3128 | 36.58 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equities