PepsiCo Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.78% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 0.31 | |
| 0.0644 | 44.57 | |
| 0.9294 | 671.04 | |
| 0.5250 | 22.00 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
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