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	param	t-stat
$ω$	0.0138	14.94
$α$	0.0277	21.03
$β$	0.9364	672.25
$γ$	0.0645	15.90

V-Lab

PepsiCo Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:23.53% (-0.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PepsiCo Inc Analyses