V-Lab: PepsiCo Inc AGARCH Volatility Analysis

V-Lab

PepsiCo Inc AGARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:21.60% (-0.57%)

Analysis last updated: Thursday, September 18, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0000	-0.02
$α$	0.0643	44.52
$β$	0.9295	672.57
$γ$	0.5312	22.30

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts