V-Lab
V-Lab
PepsiCo Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, March 24th, 2025:24.08% (-0.31%)
Analysis last updated: Friday, March 21, 2025 at 10:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PepsiCo Inc AGARCH
paramt-stat
ω-0.0000-0.02
α0.065343.97
β0.9283655.61
γ0.531522.22
Estimation Period:
Jan 2, 1990 to Mar 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts