{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9933	11.56***
α ARCH Response to squared shocks	0.0456	12.54***
β GARCH Volatility persistence	0.9526	259.78***

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PepsiCo Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other PepsiCo Inc Analyses