V-Lab
PepsiCo Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, October 7th, 2024:16.03% (-0.22%)
Analysis last updated: Friday, October 4, 2024 at 10:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 0.44 | |
| 0.0671 | 43.68 | |
| 0.9263 | 633.17 | |
| 0.5223 | 21.94 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024