PepsiCo Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.27% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 9.14 | |
| 0.1335 | 39.70 | |
| 0.9886 | 1,471.07 | |
| -0.0611 | -19.96 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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