V-Lab: PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.22% (-1.91%)

Analysis last updated: Friday, April 26, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3491	9.54
$α$	0.1095	7.23
$β$	0.7928	33.84
$γ_{1}$	-0.0022	-0.07
$γ_{2}$	0.0647	1.20
$γ_{3}$	-0.1281	-2.94
$γ_{4}$	0.0111	0.26
$γ_{5}$	0.1837	4.44
$γ_{6}$	-0.2182	-4.86
$γ_{7}$	0.1197	2.61
$γ_{8}$	-0.0119	-0.27
$γ_{9}$	-0.0247	-0.58
$γ_{10}$	-0.0034	-0.11

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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