PepsiCo Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.93% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4102 | 3.89 | |
| 0.0658 | 42.56 | |
| 0.9941 | 653.12 | |
| 5.7874 | 9.57 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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