PepsiCo Inc APARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
19.97%
decreased by 0.41%
1 Week
20.10%
decreased by 0.28%
1 Month
20.60%
increased by 0.22%
Analysis last updated: Friday, April 17, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 23.29 | |
| 0.0673 | 36.55 | |
| 0.9327 | 537.60 | |
| 0.4369 | 21.47 | |
| 1.3165 | 36.77 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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