PepsiCo Inc APARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:17.43% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 23.29 | |
| 0.0664 | 36.38 | |
| 0.9336 | 542.77 | |
| 0.4622 | 22.03 | |
| 1.3038 | 36.74 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equities