PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.02% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5211 | 8.42 | |
| 0.0936 | 7.87 | |
| 0.8437 | 51.00 | |
| 0.0537 | 5.14 | |
| -0.1073 | -6.84 | |
| 0.0917 | 8.19 | |
| -0.0545 | -4.65 | |
| 0.0374 | 3.05 | |
| -0.0335 | -3.75 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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