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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0208	6.89***
α ARCH Response to squared shocks	0.1549	52.79***
β GARCH Volatility persistence	0.8369	371.95***

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PepsiCo Inc MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other PepsiCo Inc Analyses