PepsiCo Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.02% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 17.51 | |
| 0.0608 | 37.05 | |
| 0.9341 | 589.70 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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