PepsiCo Inc AGARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
20.37%
decreased by 0.60%
1 Week
20.47%
decreased by 0.50%
1 Month
20.83%
decreased by 0.14%
Analysis last updated: Thursday, April 2, 2026 at 10:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 0.33 | |
| 0.0643 | 44.53 | |
| 0.9295 | 672.07 | |
| 0.5245 | 22.00 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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