PepsiCo Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:17.96% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0004 | -0.30 | |
| 0.0637 | 44.58 | |
| 0.9300 | 678.32 | |
| 0.5398 | 22.57 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
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