PepsiCo Inc APARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:18.64% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 23.31 | |
| 0.0665 | 36.37 | |
| 0.9335 | 542.44 | |
| 0.4618 | 22.02 | |
| 1.3038 | 36.72 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equities