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	param	t-stat
$m$	61
$α$	0.0325	13.83
$β$	0.7818	87.42
$γ$	0.1291	24.17
$λ_{1}$	0.0051	2.18
$λ_{2}$	0.0454	3.49
$λ_{3}$	0.9522	67.11

V-Lab

PepsiCo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:23.43% (-1.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PepsiCo Inc Analyses