V-Lab: PepsiCo Inc Asy. Power MEM Volatility Analysis

V-Lab

PepsiCo Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:20.16% (+1.88%)

Analysis last updated: Tuesday, July 1, 2025 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0179	21.00
$α$	0.1751	75.10
$β$	0.8234	335.81
$γ$	0.1191	19.00
$δ$	0.6980	16.83

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts