PepsiCo Inc APARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:19.16% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 23.25 | |
| 0.0667 | 36.41 | |
| 0.9333 | 541.98 | |
| 0.4571 | 21.95 | |
| 1.3099 | 36.83 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equities