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	param	t-stat
$ω$	1.2527	8.68
$α$	0.1056	7.36
$β$	0.7997	35.96
$γ_{1}$	-0.0186	-0.63
$γ_{2}$	0.0865	1.82
$γ_{3}$	-0.1593	-4.16
$γ_{4}$	0.0863	2.25
$γ_{5}$	0.0989	2.69
$γ_{6}$	-0.1815	-4.94
$γ_{7}$	0.1383	3.44
$γ_{8}$	-0.0445	-1.18
$γ_{9}$	-0.0251	-0.64
$γ_{10}$	0.0760	1.21

V-Lab

PepsiCo Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:27.65% (-0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PepsiCo Inc Analyses