PepsiCo Inc MEM Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
22.80%
decreased by 0.48%
1 Week
22.84%
decreased by 0.44%
1 Month
23.00%
decreased by 0.28%
Analysis last updated: Thursday, April 2, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 6.91 | |
| 0.1565 | 52.79 | |
| 0.8352 | 367.43 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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