PepsiCo Inc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.88% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 0.33 | |
| 0.0646 | 44.40 | |
| 0.9292 | 669.47 | |
| 0.5237 | 21.89 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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